Related papers: Random moments for the new eigenfunctions of point…
We provide conditions for the existence of measurable solutions to the equation $\xi(T\omega)=f(\omega,\xi(\omega))$, where $T:\Omega \rightarrow\Omega$ is an automorphism of the probability space $\Omega$ and $f(\omega,\cdot)$ is a…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
We investigate the moments of a smooth counting function of the zeros near the central point of L-functions of weight k cuspidal newforms of prime level N. We split by the sign of the functional equations and show that for test functions…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
We introduce new zeta functions related to an endomorphism $\phi$ of a discrete group $\Gamma$. They are of two types: counting numbers of fixed ($\rho\sim \rho\circ\phi^n$) irreducible representations for iterations of $\phi$ from an…
Using pointwise semigroup techniques, we establish sharp rates of decay in space and time of a perturbed reaction diffusion front to its time-asymptotic limit. This recovers results of Sattinger, Henry and others of time-exponential…
We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…
In this paper, we introduce a new notion of convergence for the Laplace eigenfunctions in the semiclassical limit, the local weak convergence. This allows us to give a rigorous statement of Berry's random wave conjecture. Using recent…
It has been proposed recently to consider in the framework of cosmology an extension of the semiclassical Einstein's equations in which the Einstein tensor is considered as a random function. This paradigm yields a hierarchy of equations…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…
Hybrid Euler-Hadamard products have previously been studied for the Riemann zeta function on its critical line and for Dirichlet L-functions in the context of the calculation of moments and connections with Random Matrix Theory. According…
We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
We classify all scalar-flat toric K\"ahler 4-manifolds under either of two asymptotic conditions: that the action fields decay slowly (or at all), or that the curvature decay is quadratic; for example we fully classify instantons that have…