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We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this…

Probability · Mathematics 2020-12-03 Elliot Blackstone , Christophe Charlier , Jonatan Lenells

We obtain the asymptotic behavior of hole probability for random holomorphic sections on a compact Riemann surface with respect to the hole size.

Complex Variables · Mathematics 2025-12-12 Hao Wu

It is well known that every Hoelder-continuous function on the unit circle is the sum of two functions such that one of these two functions extends holomorphically into the unit disc and the other extends holomorphically into the complement…

Complex Variables · Mathematics 2007-05-23 Josip Globevnik

Standard probability theory has been extremely successful but there are some conceptually possible scenarios, such as fair infinite lotteries, that it does not model well. For this reason alternative probability theories have been…

Logic · Mathematics 2016-08-10 Hazel Brickhill , Leon Horsten

How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a "hole" of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on questions shedding new…

Probability · Mathematics 2015-01-29 Robert Adler , Gennady Samorodnitsky

We prove strong clustering of k-point correlation functions of zeroes of Gaussian Entire Functions. In the course of the proof, we also obtain universal local bounds for k-point functions of zeroes of arbitrary nondegenerate Gaussian…

Mathematical Physics · Physics 2016-12-21 Fedor Nazarov , Mikhail Sodin

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

We study zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We prove that the a limiting horizontal mean counting-measure of the zeroes exists almost surely, and that it is…

Probability · Mathematics 2013-07-02 Naomi Feldheim

In these notes, we describe the recent progress in understanding the zero sets of two remarkable Gaussian random functions: the Gaussian entire function with invariant distribution of zeroes with respect to isometries of the complex plane,…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

We study Gaussian random functions on the complex plane whose stochastics are invariant under the Weyl-Heisenberg group (twisted stationarity). The theory is modeled on translation invariant Gaussian entire functions, but allows for…

Probability · Mathematics 2022-05-11 Antti Haimi , Günther Koliander , José Luis Romero

Let $F$ be an entire function of exponential type represented by the Taylor series \[ F(z) = \sum_{n\ge 0} \omega_n \frac{z^n}{n!} \] with unimodular coefficients $|\omega_n|=1$. We show that either the counting function $n_F(r)$ of zeroes…

Complex Variables · Mathematics 2026-05-05 Lior Hadassi , Mikhail Sodin

We prove and discuss three results on zero distribution of gaussian analytic functions: (i) the Edeleman-Kostlan formula for the expectation of the counting measure; (ii) a variation on the theme of Calabi's rigidity theorem; (iii) Offord's…

Complex Variables · Mathematics 2007-05-23 Mikhail Sodin

In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple…

Statistics Theory · Mathematics 2011-12-05 Jingchen Liu , Gongjun Xu

We consider a set of one-dimensional transformations of Gaussian random functions. Under natural assumptions we obtain a connection between $L_2$-small ball asymptotics of the transformed function and of the original one. Also the explicit…

Probability · Mathematics 2008-05-15 A. I. Nazarov

The probability that a zero of a random real polynomial of increasing degree is real tends to zero. However, passing from polynomials to Laurent polynomials yields a surprising result: the probability that a root is real tends not to zero,…

Algebraic Geometry · Mathematics 2025-09-03 Boris Kazarnovskii

Black holes are one of the most fascinating predictions of general relativity. They are the natural product of the complete gravitational collapse of matter and today we have a body of observational evidence supporting the existence of…

General Relativity and Quantum Cosmology · Physics 2023-07-26 Cosimo Bambi

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

Probability · Mathematics 2017-06-19 Grigoris Paouris , Petros Valettas

Non-thermal correction to the emission probability of particles from black holes can be obtained if the backreaction or self-gravitational effects of the emitted particles on the black hole spacetime are taken into consideration. These…

General Relativity and Quantum Cosmology · Physics 2022-06-09 Pratik Ghosal , Rajarshi Ray

Given a Taylor series with a finite radius of convergence, its Borel transform defines an entire function. A theorem of P\'olya relates the large d istance behavior of the Borel transform in different directions to singularities of the…

Chaotic Dynamics · Physics 2009-11-11 W. Pauls , U. Frisch

The Gaussian entire function is a random entire function, characterised by a certain invariance with respect to isometries of the plane. We study the fluctuations of the increment of the argument of the Gaussian entire function along planar…

Complex Variables · Mathematics 2017-08-02 Jeremiah Buckley , Mikhail Sodin