Related papers: On the Convergence of Random Fourier-Jacobi Series…
The family of circular Jacobi $\beta$ ensembles has a singularity of a type associated with Fisher and Hartwig in the theory of Toeplitz determinants. Our interest is in the Fourier transform of the corresponding bulk scaled spectral…
We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Motivated by the problem of determining the values of $\alpha>0$ for which $f_\alpha(x)=e^\alpha - (1+1/x)^{\alpha x},\ x>0$ is a completely monotonic function, we combine Fourier analysis with complex analysis to find a family…
The study of several naturally arising "nearest neighbours" random walks benefits from the study of the associated orthogonal polynomials and their orthogonality measure. I consider extensions of this approach to a larger class of random…
We first present some identities involving the Pochhammer symbol (rising factorial). We also recall and present some new properties of the Jacobi polynomials. We use them to expand a general hypergeometric function in an orthogonal series…
In this paper, we study the Jacobi sums over Galois rings of arbitrary characteristics and completely determine their absolute values, which extends the work in \cite{feng1}, where the Jacobi sums over Galois rings with characteristics a…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of $N(0, 1)$ distribution. We proved the self-normalised sums converge to the OU process (in…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
The paper studies logarithmic convexity and concavity of power series with coefficients involving q-gamma functions or q-shifted factorials with respect to a parameter contained in their arguments. The principal motivating examples of such…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We elaborate on a connection between the $SU(2)$-valued nonlinear Fourier series and sequences of left and right orthogonal polynomials for complex measures on the unit circle. We show a convergence result for the associated reproducing…
This paper provides convergence analysis for the approximation of a class of path-dependent functionals underlying a continuous stochastic process. In the first part, given a sequence of weak convergent processes, we provide a sufficient…
Under mild conditions on a family of independent random variables $(X_n)$ we prove that almost sure convergence of a sequence of tetrahedral polynomial chaoses of uniformly bounded degrees in the variables $(X_n)$ implies the almost sure…
Sufficient conditions for comparing the convolutions of heterogeneous gamma random variables in terms of the usual stochastic order are established. Such comparisons are characterized by the Schur convexity properties of the cumulative…
In recent work, we considered the frequencies of patterns of consecutive primes $\pmod{q}$ and numerically found biases toward certain patterns and against others. We made a conjecture explaining these biases, the dominant factor in which…
We consider new series expansions for variants of the so-termed ordinary geometric square series generating functions originally defined in the recent article titled "Square Series Generating Function Transformations" (arXiv: 1609.02803).…
This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…