Related papers: Quantification of the Fourth Moment Theorem for Cy…

In this paper, we study the random polynomial $p_n(\rho):=\prod_{j=1}^n (|z_j|-\rho)$, where the points $\{z_j\}_{j=1}^n$ are the eigenvalue moduli of random normal matrices with a radially symmetric potential. We establish precise large…

In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.

The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…

Let $X$ be an observable random variable with unknown distribution function $F(x) = \mathbb{P}(X \leq x), - \infty < x < \infty$, and let \[\ \theta = \sup\left \{ r \geq 0:~ \mathbb{E}|X|^{r} < \infty \right \}. \] We call $\theta$ the…

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

We prove a conjecture of Bourn and Willenbring (2020) regarding the palindromicity and unimodality of a certain family of polynomials $N_n(t)$. These recursively defined polynomials arise as the numerators of generating functions in the…

Let $X_N$ be a random trigonometric polynomial of degree $N$ with iid coefficients and let $Z_N(I)$ denote the (random) number of its zeros lying in the compact interval $I\subset\mathbb{R}$. Recently, a number of important advances were…

Let $f = \sum_{k=0}^n \varepsilon_k z^k$ be a random polynomial, where $\varepsilon_0,\ldots ,\varepsilon_n$ are iid standard Gaussian random variables, and let $\zeta_1,\ldots,\zeta_n$ denote the roots of $f$. We show that the point…

We study the number of real roots of a Kostlan random polynomial of degree $d$ in one variable. More generally, we are interested in the distribution of the counting measure of the set of real roots of such a polynomial. We compute the…

It has been shown by Ibragimov and Zaporozhets [In Prokhorov and Contemporary Probability Theory (2013) Springer] that the complex roots of a random polynomial $G_n(z)=\sum_{k=0}^n\xi_kz^k$ with i.i.d. coefficients $\xi_0,\ldots,\xi_n$…

For the general monic quintic with real coefficients, polynomial conditions on the coefficients are derived as directly and as simply as possible from the Sturm sequence that will determine the real and complex root multiplicities together…

We formulate a version of the Random Wave Conjecture for the fourth moment of Eisenstein series which is based on Zagier's regularized inner product. We prove an asymptotic formula expressing the regularized fourth moment as a mean value of…

It is shown that, in the 1-jet space of the circle, the swapping and the flyping procedures, which produce topologically equivalent links, can produce nonequivalent legendrian links. Each component of the links considered is legendrian…

In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…

The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this…