Related papers: Gap probabilities for the cardinal sine
We consider the Gaussian Entire Function (GEF) whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the kth coefficient is 1/k!. This random Taylor series is distinguished by the invariance of its…
This thesis is concerned with the behavior of random analytic functions. In particular, we are interested in the value distribution of Taylor series with independent random coefficients. We begin with a study of the properties of Fourier…
We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…
Signal processing of uniformly spaced data from stationary stochastic processes with missing samples is investigated. Besides randomly and independently occurring outliers also correlated data gaps are investigated. Non-parametric…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
For a function g(w) analytic and univalent in {w:1<|w|<\infty} with a simple pole at \infty and a continuous extension to {w:|w|\geq 1}, we consider the Faber polynomials F_n(z), n=0,1,2,..., associated to g(w) via their generating function…
Given an imaginary quadratic number field $K$ with ring of integers $\mathcal{O}_K$, we are interested in the asymptotic \emph{distance to nearest neighbour} (or \emph{gap}) statistic of complex Farey fractions $\frac{p}{q}$, with $p,q \in…
Understanding $\textit{galaxy bias}$ -- that is the statistical relation between matter and galaxies -- is of key importance for extracting cosmological information from galaxy surveys. While the bias function $f$ -- that is the probability…
Li and Wei (2009) studied the density of zeros of Gaussian harmonic polynomials with independent Gaussian coefficients. They derived a formula for the expected number of zeros of random harmonic polynomials as well as asymptotics for the…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…
The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of…
An integral over the interval $(0,\pi)$ is given for the cumulative distribution function of a sum of independent gamma random variables with different scale and shape parameters. The cumulative distribution function of a positive definite…
We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these…
In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian…
It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap…
We investigate the complex Gaussian as well as non-Gaussian distributed random analytical and entire functions (complex entire random field) and calculate their domain of definiteness (radius of convergence) as well as some important…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
In this article, we study the no-boundary wave function in scalar-tensor gravity with various potentials for the non-minimally coupled scalar field. Our goal is to calculate probabilities for the scalar field - and hence the effective…
This paper studies large sample properties of a Bayesian approach to inference about slope parameters $\gamma$ in linear regression models with a structural break. In contrast to the conventional approach to inference about $\gamma$ that…