English
Related papers

Related papers: Random analytic functions via Gaussian multiplicat…

200 papers

Dahmen and Schmeding have obtained the result that although the smooth Lie group $G$ of real analytic diffeomorphisms $\mathbb S^{\,1.}\to\mathbb S^{\,1.}$ has a compatible analytic manifold structure, it does not make $G$ a real analytic…

Functional Analysis · Mathematics 2015-12-21 Seppo I. Hiltunen

This paper derives the analytic form of the $h$-step ahead prediction density of a GARCH(1,1) process under Gaussian innovations, with a possibly asymmetric news impact curve. The contributions of the paper consists both in the derivation…

Statistics Theory · Mathematics 2021-03-05 Karim M. Abadir , Alessandra Luati , Paolo Paruolo

Consider the family of locally univalent analytic functions $h$ in the unit disk $|z|<1$ with the normalization $h(0)=0$, $h'(0)=1$ and satisfying the condition $${\real} \left( \frac{z h''(z)}{\alpha h'(z)}\right) <\frac{1}{2} ~\mbox{ for…

Complex Variables · Mathematics 2024-07-23 Liulan Li , Saminthan Ponnusamy

We continue the study of analytic functions in the unit disk of finite order with arbitrary set of singular points on the unit circle, introduced in \cite{FG}. The main focus here is made upon the inverse problem: the existence of a…

Complex Variables · Mathematics 2010-07-20 S. Favorov , L. Golinskii

Given a probability measure $\mu$ on a set $\mathcal{X}$ and a vector-valued function $\varphi$, a common problem is to construct a discrete probability measure on $\mathcal{X}$ such that the push-forward of these two probability measures…

Probability · Mathematics 2023-05-31 Satoshi Hayakawa , Harald Oberhauser , Terry Lyons

There is a universal constant $0<r_0<1$ with the following property. Suppose that $f$ is an analytic function on the unit disk $\D$, and suppose that there exists a constant $M>0$ so that the Euclidean area, counting multiplicity, of the…

Complex Variables · Mathematics 2007-05-23 Pietro Poggi-Corradini

For an almost radial and typical weight $v$, we characterize the continuity and compactness of the weighted composition operator $u C_{\varphi}$ acting on the weighted Banach spaces of analytic functions $H_{v}^{\infty}$ in terms of the…

Functional Analysis · Mathematics 2015-09-22 María T. Malavé Ramírez , Julio C. Ramos Fernández

The dominant theme of this thesis is that random matrix valued analytic functions, generalizing both random matrices and random analytic functions, for many purposes can (and perhaps should) be effectively studied in that level of…

Probability · Mathematics 2007-05-23 Manjunath Krishnapur

We consider the range of random analytic functions with finite radius of convergence. We show that any unbounded random Taylor series with rotationally invariant coefficients has dense image in the plane. We moreover show that if in…

Probability · Mathematics 2024-05-27 Alon Nishry , Elliot Paquette

We consider the classical problem of maximizing the derivative at a fixed point over the set of all bounded analytic functions in the unit disk with prescribed critical points. We show that the extremal function is essentially unique and…

Complex Variables · Mathematics 2013-03-29 Daniela Kraus , Oliver Roth

The observed abundance of high-redshift galaxies and clusters contains precious information about the properties of the initial perturbations. We present a method to compute analytically the number density of objects as a function of mass…

Astrophysics · Physics 2011-05-05 Sabino Matarrese , Licia Verde , Raul Jimenez

Non-Gaussian likelihoods, ubiquitous throughout cosmology, are a direct consequence of nonlinearities in the physical model. Their treatment requires Monte-Carlo Markov-chain or more advanced sampling methods for the determination of…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-24 Lennart Röver , Lea Carlotta Bartels , Björn Malte Schäfer

Within the last fifteen years, a program of establishing relationships between algorithmic randomness and almost-everywhere theorems in analysis and ergodic theory has developed. In harmonic analysis, Franklin, McNicholl, and Rute…

Logic · Mathematics 2026-01-07 Johanna N. Y. Franklin , Lucas E. Rodriguez , Diego A. Rojas

Given $d\ge 1$, we provide a construction of the random measure - the critical Gaussian Multiplicative Chaos - formally defined $e^{\sqrt{2d}X}\mathrm{d} \mu$ where $X$ is a $\log$-correlated Gaussian field and $\mu$ is a locally finite…

Probability · Mathematics 2023-04-13 Hubert Lacoin

For a compact subset $K$ of the complex plane $\mathbb C,$ let $C(K)$ denote the algebra of continuous functions on $K$. For an open subset $U \subset K,$ let $A(K,U) \subset C(K)$ be the algebra of functions that are analytic in $U.$ We…

Functional Analysis · Mathematics 2023-08-24 Liming Yang

We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence…

Probability · Mathematics 2016-05-30 Alexander Shamov

In this paper, we establish several new versions of Bohr-type inequalities for bounded analytic functions in the unit disk by allowing $\varphi=\{\varphi_n(r)\}^{\infty}_{n=0}$ in place of the $\{r^n\}^{\infty}_{n=0}$ in the power series…

Complex Variables · Mathematics 2023-02-16 Kaixin Chen , Ming-Sheng Liu , Saminathan Ponnusamy

We study the statistics of wave functions in a ballistic chaotic system. The statistical ensemble is generated by adding weak smooth disorder. The conjecture of Gaussian fluctuations of wave functions put forward by Berry and generalized by…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 I. V. Gornyi , A. D. Mirlin

Quantitative estimates are obtained for the (finite) valence of functions analytic in the unit disk with Schwarzian derivative that is bounded or of slow growth. A harmonic mapping is shown to be uniformly locally univalent with respect to…

Complex Variables · Mathematics 2007-07-16 Martin Chuaqui , Peter Duren , Brad Osgood

We consider the problem of the uniform (in $L_\infty$) recovery of ridge functions $f(x)=\varphi(\langle a,x\rangle)$, $x\in B_2^n$, using noisy evaluations $y_1\approx f(x^1),\ldots,y_N\approx f(x^N)$. It is known that for classes of…

Functional Analysis · Mathematics 2021-12-24 Tatyana Zaitseva , Yuri Malykhin , Konstantin Ryutin