Related papers: Persistence probability of random weyl polynomial
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
This paper develops a polynomial normal transformation model, whereby various non-normal probability distributions can be simulated by the standard normal distribution. Two methods are presented to determine the coefficients of polynomial…
Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We…
We give positive answer to two conjectures posed by M. E. H Ismail in his monograph [Classical and quantum orthogonal polynomials in one variable, Cambridge University Press, 2005].
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…
We study persistence probabilities of Hermite processes. As a tool, we derive a general decorrelation inequality for the Rosenblatt process, which is reminiscent of Slepian's lemma for Gaussian processes or the FKG inequality and which may…
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
In "Random complex fewnomials, I," B. Shiffman and S. Zelditch determine the limiting formula as N goes to infinity of the (normalized) expected distribution of complex zeros of a system of k random n-nomials in m variables where the…
We settle a conjecture proposed by B. Maji and T. Sarkar regarding the location of zeros of a two-parameter family of reciprocal polynomials, $R_{k,\ell}(z)$ for positive integers $k$ and $\ell$. These polynomials are generalizations of…
In this paper we present the result of successively applying a Chebyshev polynomial to a continuous random variable. In particular we show that under mild assumptions the limiting distribution will be the same as the weight with respect to…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
We augment the method of Wooley (2015) by some new ideas and in a series of results, improve his metric bounds on the Weyl sums and the discrepancy of fractional parts of real polynomials with partially prescribed coefficients. We also…
Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…
Assume that the Riemann hypothesis holds for Dedekind zeta functions. Under this assumption, we prove that a degree $d$ polynomial with random multiplicative $\pm1$ coefficients is irreducible in $\mathbb{Z}[x]$ with probability…
Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…
In recent years, A. Grigor'yan, Y. Lin, Y. Muranov and S.T. Yau [6, 7, 8, 9] constructed a path homology theory for digraphs. Later, S. Chowdhury and F. Memoli [3] studied the persistent path homology for directed networks. In this paper,…
We introduce the class of {\em strongly Rayleigh} probability measures by means of geometric properties of their generating polynomials that amount to the stability of the latter. This class covers important models such as determinantal…
This note is an introduction to the properties of stable polynomials in several variables with real or complex coefficients. These polynomials are defined in terms of where the polynomial is non-vanishing. We do not cover well-known topics…
Wang and Yeh proved that if $P(x)$ is a polynomial with nonnegative and nondecreasing coefficients, then $P(x+d)$ is unimodal for any $d>0$. A mode of a unimodal polynomial $f(x)=a_0+a_1x+\cdots + a_mx^m$ is an index $k$ such that $a_k$ is…
Relying on the classical second moment formula of Rogers we give an effective asymptotic formula for the number of integer vectors $v$ in a ball of radius $t$, with value $Q(v)$ in a shrinking interval of size $t^{-\kappa}$, that is valid…