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In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is…

Statistical Mechanics · Physics 2011-02-08 Ramses van Zon , Jeremy Schofield

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

Probability · Mathematics 2023-12-25 Thomas Anton , Sutanuka Roy , Rabee Tourky

Let $\mu$ be a probability measure in $\mathbb{C}$ with a continuous and compactly supported density function, let $z_1, \dots, z_n$ be independent random variables, $z_i \sim \mu$, and consider the random polynomial $$ p_n(z) =…

Probability · Mathematics 2019-04-12 Stefan Steinerberger , Hau-tieng Wu

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

We construct stochastic gradient flows on the $2$-Wasserstein space $\mathcal P_2$ over $\mathbb R^d$ for energy functionals of the type $W_F(\rho d x)=\int_{\mathbb R^d}F(x,\rho(x))d x$. The functions $F$ and $\partial_2 F$ are assumed to…

Probability · Mathematics 2026-04-29 Panpan Ren , Michael Röckner , Feng-Yu Wang , Simon Wittmann

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

Condensed Matter · Physics 2009-10-31 P. Grigolini , A. Rocco , B. J. West

This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…

Probability · Mathematics 2010-11-05 S. C. Lim , L. P. Teo

Recently, Charpentier showed that there exist holomorphic functions $f$ in the unit disk such that, for any proper compact subset $K$ of the unit circle, any continuous function $\phi$ on $K$ and any compact subset $L$ of the unit disk,…

Complex Variables · Mathematics 2021-06-09 Konstantinos Maronikolakis

We study some properties of hyperbolic Gaussian analytic functions of intensity $L$ in the unit ball of $\mathbb C^n$. First we deal with the asymptotics of fluctuations of linear statistics as $L\to\infty$. Then we estimate the probability…

Complex Variables · Mathematics 2014-02-10 Jeremiah Buckley , Xavier Massaneda , Bharti Pridhnani

In this work we consider infinite dimensional extensions of some finite dimensional Gaussian geometric functionals called the Gaussian Minkowski functionals. These functionals appear as coefficients in the probability content of a tube…

Probability · Mathematics 2013-07-26 Jonathan E. Taylor , Sreekar Vadlamani

Given a Gaussian analytic function $f_L$ of intesity $L$ in the unit ball of $\mathbb C^n$, $n\geq 2$, consider its (random) zero variety $Z(f_L)$. We study the variance of the $(n-1)$-dimensional volume of $Z(f_L)$ inside a…

Complex Variables · Mathematics 2014-02-07 Xavier Massaneda , Bharti Pridhnani

We introduce the Schur class of functions, discrete analytic on the integer lattice in the complex plane. As a special case, we derive the explicit form of discrete analytic Blaschke factors and solve the related basic interpolation…

Complex Variables · Mathematics 2021-06-09 Daniel Alpay , Dan Volok

Let X be a separable Banach space which admits a separating polynomial; in particular X a separable Hilbert space. Let $f:X \rightarrow R$ be bounded, Lipschitz, and $C^1$ with uniformly continuous derivative. Then for each {\epsilon}>0,…

Functional Analysis · Mathematics 2010-11-23 D. Azagra , R. Fry , L. Keener

The arbitrary functions principle says that the fractional part of $nX$ converges stably to an independent random variable uniformly distributed on the unit interval, as soon as the random variable $X$ possesses a density or a…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

The effective potential for the two-replica system of the random energy model is exactly derived. It is an analytic function of the magnetizations of two replicas, $\varphi^1$ and $\varphi^2$ in the high-temperature phase. In the…

Disordered Systems and Neural Networks · Physics 2016-01-06 Hisamitsu Mukaida

Geometrically, zeroes of a Gaussian analytic function are intersection points of an analytic curve in a Hilbert space with a randomly chosen hyperplane. Mathematical physics provides another interpretation as a gas of interacting particles.…

Complex Variables · Mathematics 2007-05-23 Mikhail Sodin

Analyticity results of expected pressure and invariant densities in the context of random dynamics of transcendental functions are established. These are obtained by a refinement of work by Rugh leading to a simple approach to analyticity.…

Dynamical Systems · Mathematics 2020-02-19 Volker Mayer , Mariusz Urbanski , Anna Zdunik

We study hyperbolic Gaussian analytic functions in the unit polydisk of $\mathbb C^n$. Following the scheme previously used in the unit ball we first study the asymptotics of fluctuations of linear statistics as the directional intensities…

Complex Variables · Mathematics 2014-06-05 Xavier Massaneda , Bharti Pridhnani

Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…

Probability · Mathematics 2025-12-01 Juhan Aru , Antoine Jego , Janne Junnila

A characterization of those points in the unit disc which belong to the spectrum of a composition operator $C_{\varphi}$, defined by a rotation $\varphi(z)=rz$ with $|r|=1$, on the space $H_0(\mathbb{D})$ of all analytic functions on the…

Functional Analysis · Mathematics 2020-01-15 José Bonet