Related papers: Exact statistics of complex zeros for Gaussian ran…
Let $ p_n(x) $ be a random polynomial of degree $n$ and $\{Z^{(n)}_j\}_{j=1}^n$ and $\{X^{n, k}_j\}_{j=1}^{n-k}, k<n$, be the zeros of $p_n$ and $p_n^{(k)}$, the $k$th derivative of $p_n$, respectively. We show that if the linear statistics…
Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including…
We study the expected number of real zeros for random linear combinations of orthogonal polynomials. It is well known that Kac polynomials, spanned by monomials with i.i.d. Gaussian coefficients, have only $(2/\pi + o(1))\log{n}$ expected…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
In this note, we will get the estimate of the expected distribution of critical values of Gaussian SU(2) random polynomials as the degree large enough. The result is a direct application of the Kac-Rice formula. The critical values will…
We present a five-step method for the calculation of eigenvalue correlation functions for various ensembles of real random matrices, based upon the method of (skew-) orthogonal polynomials. This scheme systematises existing methods and also…
The efficacy of numerical methods like integral estimates via Gaussian quadrature formulas depends on the localization of the zeros of the associated family of orthogonal polynomials. In this regard, following the renewed interest in…
We study the zeros and critical points of different indices of the standard Gaussian entire function on the complex plane (whose zero set is stationary). We provide asymptotics for the second order correlations of all the corresponding…
We numerically study thermodynamic and structural properties of the one-component Gaussian core model (GCM) at very high densities. The solid-fluid phase boundary is carefully determined. We find that the density dependence of both the…
A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…
This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely…
Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We derive analytic covariance matrices for the $N$-Point Correlation Functions (NPCFs) of galaxies in the Gaussian limit. Our results are given for arbitrary $N$ and projected onto the isotropic basis functions of Cahn & Slepian (2020),…
We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…
This paper seeks to further explore the distribution of the real roots of random polynomials with non-centered coefficients. We focus on polynomials where the typical values of the coefficients have power growth and count the average number…
Context. In previous work, we developed a quasi-Gaussian approximation for the likelihood of correlation functions, which, in contrast to the usual Gaussian approach, incorporates fundamental mathematical constraints on correlation…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…