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We extend the study of the Pick class, the set of complex analytic functions taking the upper half plane into itself, to the noncommutative setting. R. Nevanlinna showed that elements of the Pick class have certain integral representations…

Functional Analysis · Mathematics 2013-10-18 J. E. Pascoe , Ryan Tully-Doyle

In 1966, H. Widom proved an asymptotic formula for the distribution of eigenvalues of the $N\times N$ truncated Hilbert matrix for large values of $N$. In this paper, we extend this formula to Hankel matrices with symbols in the class of…

Spectral Theory · Mathematics 2019-03-28 Emilio Fedele

Any (measurable) function $K$ from $\mathbb{R}^n$ to $\mathbb{R}$ defines an operator $\mathbf{K}$ acting on random variables $X$ by $\mathbf{K}(X)=K(X_1, \ldots, X_n)$, where the $X_j$ are independent copies of $X$. The main result of this…

Probability · Mathematics 2014-07-18 Francisco Durango , José L. Fernández , Pablo Fernández , María J. González

We study the asymptotic behavior of Pick functions, analytic functions which take the upper half plane to itself. We show that if a two variable Pick function $f$ has real residues to order $2N-1$ at infinity and the imaginary part of the…

Complex Variables · Mathematics 2016-05-30 J. E. Pascoe

For $ t \in [0,1]$ let $\underline{H}_{2\lfloor nt \rfloor} = ( m_{i+j})_{i,j=0}^{\lfloor nt \rfloor} $ denote the Hankel matrix of order $2\lfloor nt \rfloor$ of a random vector $(m_1,\ldots ,m_{2n})$ on the moment space…

Probability · Mathematics 2016-06-28 Holger Dette , Dominik Tomecki

We show that a function $\tan(1/it)$ is a Pick function (free-infinitely divisible transform) and indicate its connections with a probability. Moreover, we found its "counterpart" in classical infinitely divisible measures expressed as…

Probability · Mathematics 2021-02-26 Zbigniew J. Jurek

In this paper, we first establish asymptotic expansions of the Humbert function $\Psi_1$ for one large variable. The resulting expansions are then used to derive an asymptotic expansion of Saran's hypergeometric function $F_K$ when two of…

Classical Analysis and ODEs · Mathematics 2024-05-02 Peng-Cheng Hang , Min-Jie Luo

Holomorphic functions in several complex variables are generalized to regular functions in several quaternionic variables, and further to monogenic functions of several vector variables, which are annihilated by several Dirac operators on…

Complex Variables · Mathematics 2024-12-18 Yun Shi , Wei Wang

A compactly supported distribution is called invertible in the sense of Ehrenpreis-H\"ormander if the convolution with it induces a surjection from $\mathcal{C}^{\infty}(\mathbb{R}^{n})$ to itself. We give sufficient conditions for radial…

Functional Analysis · Mathematics 2024-05-28 Yasunori Okada , Hideshi Yamane

We consider the moment space $\mathcal{M}^{p}_{2n+1}$ of moments up to the order $2n + 1$ of $p_n\times p_n$ real matrix measures defined on the interval $[0,1]$. The asymptotic properties of the Hankel determinant $\{\log\det…

Probability · Mathematics 2017-07-03 Holger Dette , Dominik Tomecki

We establish an asymptotic formula for determinants of truncated Wiener-Hopf+Hankel operators with symbol equal to the exponential of a constant times the characteristic function of an interval. This is done by reducing it to the…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Torsten Ehrhardt , Harold Widom

We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…

Statistical Finance · Quantitative Finance 2025-02-12 Carsten H. Chong , Viktor Todorov

We show that F_a(x)=\frac{\ln \Gamma (x+1)}{x\ln(ax)} is a Pick function for a\ge 1 and find its integral representation. We also consider the function f(x)=(\frac{\pi^{x/2}}{\Gamma(1+x/2)})^{1/(x\ln x)} and show that \ln f(x+1) is a…

Classical Analysis and ODEs · Mathematics 2009-12-14 Christian Berg , Henrik L. Pedersen

We consider admissible random walks on hyperbolic graphs. For a given harmonic function on such a graph, we prove that asymptotic properties of non-tangential boundedness and non-tangential convergence are almost everywhere equivalent. The…

Metric Geometry · Mathematics 2013-03-12 Camille Petit

Given a map from a rectangle in the n-dimensional real Euclidean space into a metric semigroup, we introduce a concept of the total variation, which generalizes a similar concept due to T. H. Hildebrandt (1963) for real functions of two…

Functional Analysis · Mathematics 2010-08-20 Vyacheslav V. Chistyakov , Yuliya V. Tretyachenko

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…

Mathematical Physics · Physics 2021-01-21 Christophe Charlier , Roozbeh Gharakhloo

We describe a new representation of Hankel operators $H$ as pseudo-differential operators $A$ in the space of functions defined on the whole axis. The amplitudes of such operators $A$ have a very special structure: they are products of…

Spectral Theory · Mathematics 2018-01-03 D. R. Yafaev

Localised structures appear in a wide variety of systems, arising from a pinning mechanism due to the presence of a small-scale pattern or an imposed grid. When there is a separation of lengthscales, the width of the pinning region is…

Pattern Formation and Solitons · Physics 2015-05-28 P. C. Matthews , H. Susanto

The asymptotic spectrum of graphs, introduced by Zuiddam (arXiv:1807.00169, 2018), is the space of graph parameters that are additive under disjoint union, multiplicative under the strong product, normalized and monotone under homomorphisms…

Combinatorics · Mathematics 2019-03-06 Péter Vrana

We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…

Quantum Physics · Physics 2025-05-01 Michel Gondran , Alexandre Gondran
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