Related papers: Central limit theorem for the determinantal point …
We consider polynomial Bergman kernels with respect to exponentially varying weights $e^{-n \mathscr Q(z)}$ depending on a potential $\mathscr Q:\mathbb C^d\to\mathbb R$. We use these kernels to construct determinantal point processes on…
We introduce a Cherednik kernel and a hypergeometric function for integral root systems and prove their relation to spherical functions associated with Riemannian symmetric spaces of reductive Lie groups. Furthermore, we characterize the…
In this paper, we study an infinite system of Fredholm series of polynomials in $\lambda$, formed, in the classical way, for a continuous Hilbert-Schmidt kernel on $\mathbb{R}\times\mathbb{R}$ of the form…
We study the statistical inference of nonlinear stochastic approximation algorithms utilizing a single trajectory of Markovian data. Our methodology has practical applications in various scenarios, such as Stochastic Gradient Descent (SGD)…
We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…
We present an efficient implementation of hypergeometric functions in arbitrary-precision interval arithmetic. The functions ${}_0F_1$, ${}_1F_1$, ${}_2F_1$ and ${}_2F_0$ (or the Kummer $U$-function) are supported for unrestricted complex…
In this paper, we investigate a class of spherical functional autoregressive processes, and we discuss the estimation of the corresponding autoregressive kernels. In particular, we first establish a consistency result (in sup and…
We prove a central limit theorem for smooth linear statistics associated with zero divisors of standard Gaussian holomorphic sections in a sequence of holomorphic line bundles with Hermitian metrics of class $\mathscr{C}^{3}$ over a compact…
We show that various functionals related to the supremum of a real function defined on an arbitrary set or a measure space are Hadamard directionally differentiable. We specifically consider the supremum norm, the supremum, the infimum, and…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
We undertake an analysis of Fredholm determinants arising from kernels whose defining functions satisfy a Schr\"odinger type equation. When this defining function is the Airy one, the evaluation of the corresponding Fredholm determinant…
The functional generalized additive model (FGAM) provides a more flexible nonlinear functional regression model than the well-studied functional linear regression model. This paper restricts attention to the FGAM with identity link and…
Fractal percolation exhibits a dramatic topological phase transition, changing abruptly from a dust-like set to a system spanning cluster. The transition points are unknown and difficult to estimate. In many classical percolation models the…
As anticipated in [1], elaborated in [2-4], and explicitly formulated in [5], the Dotsenko-Fateev integral discriminant coincides with conformal blocks, thus providing an elegant approach to the AGT conjecture, without any reference to an…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…