Related papers: Mass equidistribution for random polynomials
For a regular compact set $K$ in $C^m$ and a measure $\mu$ on $K$ satisfying the Bernstein-Markov inequality, we consider the ensemble $P_N$ of polynomials of degree $N$, endowed with the Gaussian probability measure induced by $L^2(\mu)$.…
We show that the Newton polytope of a polynomial has a strong impact on the distribution of its mass and zeros. The basic theme is that Newton polytopes determine allowed and forbidden regions for these distributions. We equip the space of…
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
We provide a representation in terms of certain canonical functions for a sequence of polynomials orthogonal with respect to a weight that is strictly positive and analytic on the unit circle. These formulas yield a complete asymptotic…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.
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…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
We investigate the global density of zeros of generalized Hermite orthogonal polynomials, subject to certain truncated conditions on its weight. We shall given explicitly the global density of zeros under some asymptotic conditions on the…
We study the limit distribution of zeros of certain sequences of holomorphic sections of high powers $L^N$ of a positive holomorphic Hermitian line bundle $L$ over a compact complex manifold $M$. Our first result concerns `random' sequences…
We give a survey concerning both very classical and recent results on the electrostatic interpretation of the zeros of some well-known families of polynomials, and the interplay between these models and the asymptotic distribution of their…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
We determine the expected curvature polynomial of random real projective varieties given as the zero set of independent random polynomials with Gaussian distribution, whose distribution is invariant under the action of the orthogonal group.…
We give an extensive study on the Bergman kernel expansions and the random zeros associated with the high tensor powers of a semipositive line bundle on a complete punctured Riemann surface. We prove several results for the zeros of…
We consider the orthogonal polynomials, $\{P_n(z)\}_{n=0,1,\cdots}$, with respect to the measure $$|z-a|^{2c} e^{-N|z|^2}dA(z)$$ supported over the whole complex plane, where $a>0$, $N>0$ and $c>-1$. We look at the scaling limit where $n$…
Consider a random trigonometric polynomial $X_n: \mathbb R \to \mathbb R$ of the form $$ X_n(t) = \sum_{k=1}^n \left( \xi_k \sin (kt) + \eta_k \cos (kt)\right), $$ where $(\xi_1,\eta_1),(\xi_2,\eta_2),\ldots$ are independent identically…
On a probability space $(\Omega, \mathcal F, \mathbb P)$ we consider two independent sequences $(a_k)_{k \geq 1}$ and $(b_k)_{k \geq 1}$ of i.i.d. random variables that are centered with unit variance and which admit a moment strictly…