Related papers: The Complex Roots of Random Sums
It has been shown by Ibragimov and Zaporozhets [In Prokhorov and Contemporary Probability Theory (2013) Springer] that the complex roots of a random polynomial $G_n(z)=\sum_{k=0}^n\xi_kz^k$ with i.i.d. coefficients $\xi_0,\ldots,\xi_n$…
We present further results on a class of sums which involve complex powers of the distance to points in a two-dimensional square lattice and trigonometric functions of their angle, supplementing those in a previous paper (McPhedran et al,…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
We consider random orthonormal polynomials $$ P_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, . . . , $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep_0)$-moments, and…
Consider a random polynomial $G_n(z)=\xi_nz^n+...+\xi_1z+\xi_0$ with i.i.d. complex-valued coefficients. Suppose that the distribution of $\log(1+\log(1+|\xi_0|))$ has a slowly varying tail. Then the distribution of the complex roots of…
In this paper, we study the root distribution of some univariate polynomials satisfying a recurrence of order two with linear polynomial coefficients. We show that the set of non-isolated limits of zeros of the polynomials is either an arc,…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…
From the integration of non-symmetrical hyperboles, a one-parameter generalization of the logarithmic function is obtained. Inverting this function, one obtains the generalized exponential function. We show that functions characterizing…
We consider random orthonormal polynomials $$ F_{n}(x)=\sum_{i=0}^{n}\xi_{i}p_{i}(x), $$ where $\xi_{0}$, \dots, $\xi_{n}$ are independent random variables with zero mean, unit variance and uniformly bounded $(2+\ep)$ moments, and…
We show that if a real trigonometric polynomial has few real roots, then the trigonometric polynomial obtained by writing the coefficients in reverse order must have many real roots. This is used to show that a class of random trigonometric…
We consider very general "random integers" and (attempt to) prove that many multiplicative and additive functions of such integers have limiting distributions. These integers include, for instance, the curvatures of Apollonian circle…
Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…
We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the…
By making use of the familiar Mathieu series and its generalizations, the authors derive a number of new integral representations and present a systematic study of probability density functions and probability distributions associated with…
We study large partial sums, localized with respect to the sums of variances, of a sequence of centered random variables. An application is given to the distribution of prime factors of typical integers.
A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…