Related papers: Hole probabilities for determinantal point process…
We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…
Let $(\Omega, \mathcal{F}, (\mathcal{F})_{t\ge 0}, P)$ be a complete stochastic basis, $X$ a semimartingale with predictable compensator $(B, C, \nu)$. Consider a family of probability measures $\mathbf{P}=( {P}^{n, \psi}, \psi\in \Psi,…
The two-point correlation function for the zeros of Dirichlet L-functions at a height E on the critical line is calculated heuristically using a generalization of the Hardy-Littlewood conjecture for pairs of primes in arithmetic…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
For the two-parameter Mittag-Leffler function $E_{\alpha,\beta}$ with $\alpha > 0$ and $\beta \ge 0,$ we consider the question whether $|E_{\alpha,\beta}(z)|$ and $E_{\alpha,\beta}(\Re z)$ are comparable on the whole complex plane. We show…
Let $\alpha\in(0,1)\setminus{\Bbb Q}$ and $K=\{(e^z,e^{\alpha z}):\,|z|\leq1\}\subset{\Bbb C}^2$. If $P$ is a polynomial of degree $n$ in ${\Bbb C}^2$, normalized by $\|P\|_K=1$, we obtain sharp estimates for $\|P\|_{\Delta^2}$ in terms of…
We present rigorous upper and lower bounds on the emptiness formation probability for the ground state of a spin-$1/2$ Heisenberg XXZ quantum spin system. For a $d$-dimensional system we find a rate of decay of the order $\exp(-c L^{d+1})$…
We consider the problem of estimating the density $\Pi$ of a determinantal process $N$ from the observation of $n$ independent copies of it. We use an aggregation procedure based on robust testing to build our estimator. We establish…
Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…
We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this…
In a recent paper, Hauenstein, Sturmfels, and the second author discovered a conjectural bijection between critical points of the likelihood function on the complex variety of matrices of rank r and critical points on the complex variety of…
Let $X_1,X_2,...$ be independent identically distributed random variables with values in $\C$. Denote by $\mu$ the probability distribution of $X_1$. Consider a random polynomial $P_n(z)=(z-X_1)...(z-X_n)$. We prove a conjecture of Pemantle…
We define a determinantal point process on the complex projective space that reduces to the so-called spherical ensemble for complex dimension 1 under identification of the 2-sphere with the Riemann sphere. Through this determinantal point…
We study the moments $M_k(T;\alpha) = \int_T^{2T} |\zeta(s,\alpha)|^{2k}\,dt$ of the Hurwitz zeta function $\zeta(s,\alpha)$ on the critical line, $s = 1/2 + it$ with a rational shift $\alpha \in \mathbb Q$. We conjecture, in analogy with…
A {\em convex hole} (or {\em empty convex polygon)} of a point set $P$ in the plane is a convex polygon with vertices in $P$, containing no points of $P$ in its interior. Let $R$ be a bounded convex region in the plane. We show that the…
The abundance and mass function of primordial black holes (PBHs) are often estimated using the Press-Schechter (PS) formalism. In the case of halo formation, the PS formalism suffers from the miscounting of regions collapsing into halos,…
We consider Poisson problems $-\Delta u^\varepsilon=f$ on perforated domains, and characterize the limit of $u^\varepsilon$ as the solution to $(-\Delta+\mu)u=f$ on domain $\Omega\subset\mathbb{R}^d$ with some potential $\mu\in…
This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…
We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…