Related papers: Universality of Correlations for Random Analytic F…

Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…

Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…

We show that the zeros of the random power series with i.i.d. real Gaussian coefficients form a Pfaffian point process. We further show that the product moments for absolute values and signatures of the power series can also be expressed by…

For $f$ analytic and close to convex in $D=\{z: |z|< 1\}$, we give sharp estimates for the logarithmic coefficients $\gamma_{n}$ of $f$ defined by $\log \dfrac{f(z)}{z}=2\sum_{n=1}^{\infty} \gamma_{n}z^{n}$ when $n=1, 2,3$.

This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that converges in distribution to the…

Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient…

We prove a universality theorem for learning with random features. Our result shows that, in terms of training and generalization errors, a random feature model with a nonlinear activation function is asymptotically equivalent to a…

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

We consider the zero distribution of random polynomials of the form $P_n(z) = \sum_{k=0}^n a_k B_k(z)$, where $\{a_k\}_{k=0}^{\infty}$ are non-trivial i.i.d. complex random variables with mean $0$ and finite variance. Polynomials…

We study sampling properties of the zero set of the Gaussian entire function on Fock spaces. Firstly, we relax Seip and Wallst\'en's density and separation conditions for sampling sets on Fock spaces to obtain weighted inequalities for sets…

This paper is devoted to the proof Gauss' divergence theorem in the framework of "ultrafunctions". They are a new kind of generalized functions, which have been introduced recently [2] and developed in [4], [5] and [6]. Their peculiarity is…

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,…

Multivariate regression techniques are commonly applied to explore the associations between large numbers of outcomes and predictors. In real-world applications, the outcomes are often of mixed types, including continuous measurements,…

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

We consider two families of random matrix-valued analytic functions: (1) G_1-zG_2 and (2) G_0 + zG_1 +z^2G_2+ ..., where G_i are n x n independent random matrices with independent standard complex Gaussian entries. The set of z where these…

The purpose of this paper is to consider coefficient estimates in a class of functions $\mathfrak{G}_{\vartheta}^{\kappa}(\mathcal{X},\varkappa)$ consisting of analytic functions $f$ normalized by $f(0)=f'(0)-1=0$\ in the open unit disk…

This paper establishes the universality of parametric correlations of eigenfunctions in chaotic and weakly disordered systems. We demonstrate this universality in the framework of the gaussian random matrix process and obtain predictions…

We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based…

This paper studies the equivalence between generalized holomorphic functions (GHF) and complex analytic functions in the framework of Robinson-Colombeau generalized numbers. In every non-Archimedean ring, the use of ordinary series is…