Related papers: Generalized Gaussian processes and relations with …

We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…

By discussing several examples, the theory of generalized functional models is shown to be very natural for modeling some situations of reasoning under uncertainty. A generalized functional model is a pair (f, P) where f is a function…

For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…

We develop a general approach to constructing a deformation that describes the mapping of any dynamical system with irreducible first-class constraints in the phase space into another dynamical system with first-class constraints. It is…

In order to study the analytic properties of the Goldbach generating function we consider a smooth version, similar to the Chebyshev function for the Prime Number Theorem. In this paper, we obtain explicit numerical estimates for the…

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure $\sigma$ on $\mathbb R^n$. The case when $\sigma$ is assumed absolutely continuous with respect to…

This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function $f$ is Gaussian if and only if the $f(x+ y)/f(x)$ is convex in $x$ for every $y$. This result has…

In this paper, we will explicitly calculate Gauss sums for the general linear groups and the special linear groups over $\Bbb Z_n$, where $\Bbb Z_n=\Bbb Z/n \Bbb Z$ and $n>0$ is an integer. For $r$ being a positive integer, the formulae of…

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…

We give combinatorial proofs that certain families of differences of products of Schur functions are monomial-positive. We show in addition that such monomial-positivity is to be expected of a large class of generating functions with…

We describe all Gaussian generating functionals on several easy quantum groups given by non-crossing partitions. This includes in particular the free unitary, orthogonal and symplectic quantum groups. We further characterize central…

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…

We prove that the generating function of partitions into $k$-th powers is strongly Gaussian in the sense of B\'aez-Duarte. Within the probabilistic framework of Khinchin families, the Hardy--Ramanujan asymptotic formula for the…

We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…

We prove that under fairly general conditions properly rescaled determinantal random point field converges to a generalized Gaussian random process.

Let $\Gamma$ be a finite group acting faithfully and linearly on a vector space $V$. Let $T(V)$ ($S(V)$) be the tensor (symmetric) algebra associated to $V$ which has a natural $\Gamma$ action. We study generalized quadratic relations on…

We present three new identities in law for quadratic functionals of conditioned bivariate Gaussian processes. In particular, our results provide a two-parameter generalization of a celebrated identity in law, involving the path variance of…

In this paper we prove that the Generalized Riemann Hypothesis (GRH) for functions in the class $\mathcal{S}^{\sharp\flat}$ containing the Selberg class is equivalent to a certain integral expression of the real part of the generalized Li…