Related papers: Dynamics of rotationally invariant polynomial root…

We revisit Kellerer's Theorem, that is, we show that for a family of real probability distributions $(\mu_t)_{t\in [0,1]}$ which increases in convex order there exists a Markov martingale $(S_t)_{t\in[0,1]}$ s.t.\ $S_t\sim \mu_t$. To…

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

We analyze the density of roots of random polynomials where each complex coefficient is constructed of a random modulus and a fixed, deterministic phase. The density of roots is shown to possess a singular component only in the case for…

For the one dimensional Burgers equation with a random and periodic forcing, it is well-known that there exists a family of invariant measures, each corresponding to a different average velocity. In this paper, we consider the coupled…

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Let $\{p_j\}_{j=1}^\infty$ denote the set of prime numbers in increasing order, let $\Omega_N\subset \mathbb{N}$ denote the set of positive integers with no prime factor larger than $p_N$ and let $P_N$ denote the probability measure on…

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

We investigate the support of smeary, directionally smeary, and finite sample smeary probability measures $\mu$ with density $\rho$ on spheres $\mathbb{S}^m$. First, in the rotationally symmetric case, we show that a distribution is not…

A Borel probability measure \( \mu \) with compact support on \( \mathbb{R}^n \) is called spectral measure if there exists a discrete set \( \Lambda \subset \mathbb{R}^n \) such that \( E_\Lambda := \{e^{2\pi i \langle \lambda, x \rangle}:…

Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…

Let $\gamma(t)=(P_1(t),\ldots,P_n(t))$ where $P_i$ is a real polynomial with zero constant term for each $1\leq i\leq n$. We will show the existence of the configuration $\{x,x+\gamma(t)\}$ in sets of positive density $\epsilon$ in…

Khintchine's theorem on the measure dichotomy for the set of $\psi$-approximable numbers has been generalized to inhomogeneous and higher-dimensional settings. Allen and Ram\'irez conjectured that the monotonicity condition can be removed…

Let $\mu$ be a probability measure of compact support on the set $\mathbb{P}_n$ of all positive definite matrices, let $t\in(0,1]$, and let $P_t(\mu)$ be the unique positive solution of $X=\int_{\mathbb{P}_n}X\sharp_t Z d\mu(Z)$. In this…

The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…

The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…

In this paper we study the density of polynomials in some $L^2(M)$ spaces. Two choices of the measure $M$ and polynomials are considered: 1) a $(N\times N)$ matrix non-negative Borel measure on $\mathbb{R}$ and vector-valued polynomials…

Let $\nu$ be a finite complex measure with support in $\bar {\mathbb D}$ and let $\mathcal C\nu$ denote the Cauchy transform of $\nu .$ Suppose that $\nu$ annihilates polynomials in complex variable $z$ and $\nu |_{\partial \mathbb D} =…

In a previous paper of the authors, we showed that for any polynomials $P_1,\dots,P_k \in \Z[\mathbf{m}]$ with $P_1(0)=\dots=P_k(0)$ and any subset $A$ of the primes in $[N] = \{1,\dots,N\}$ of relative density at least $\delta>0$, one can…

We consider polynomials $P_n$ orthogonal with respect to the weight $J_{\nu}$ on $[0,\infty)$, where $J_{\nu}$ is the Bessel function of order $\nu$. Asheim and Huybrechs considered these polynomials in connection with complex Gaussian…

Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…