Related papers: Random complex zeroes, I. Asymptotic normality

By random complex zeroes we mean the zero set of a random entire function whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the k-th coefficient is 1/k!. This zero set is distribution invariant…

The dominant theme of this thesis is that random matrix valued analytic functions, generalizing both random matrices and random analytic functions, for many purposes can (and perhaps should) be effectively studied in that level of…

In these notes, we describe the recent progress in understanding the zero sets of two remarkable Gaussian random functions: the Gaussian entire function with invariant distribution of zeroes with respect to isometries of the complex plane,…

We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…

We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…

The main results of this article are asymptotic formulas for the variance of the number of zeros of a Gaussian random polynomial of degree $N$ in an open set $U \subset C$ as the degree $N \to \infty$, and more generally for the zeros of…

We study asymptotic distribution of zeros of random holomorphic sections of high powers of positive line bundles defined over projective homogenous manifolds. We work with a wide class of distributions that includes real and complex…

In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of $X$, which, in the…

We consider the zero sets $Z_N$ of systems of $m$ random polynomials of degree $N$ in $m$ complex variables, and we give asymptotic formulas for the random variables given by summing a smooth test function over $Z_N$. Our asymptotic…

Two theorems on the asymptotic distribution of zeros of sequences of analytic functions are proved. First one relates the asymptotic behavior of zeros to the asymptotic behavior of coefficients. Second theorem establishes a relation between…

Using a recently derived integral in terms of elementary functions, we derive new asymptotic expansions of the normal inverse Gaussian cumulative distribution function. One of the asymptotic representations is in terms of the normal…

Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.

We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend…

Following Wiener, we consider the zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We show that the variance of the number of zeroes in a long horizontal rectangle $[0,T]\times…

In this document, we make a round up of the theory of asymptotic normality of sums of associated random variables, in a coherent approach in view of further contributions for new researchers in the field. (Version 01)

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Let $\xi_0,\xi_1,\ldots$ be independent identically distributed complex- valued random variables such that $\mathbb{E}\log(1+|\xi _0|)<\infty$. We consider random analytic functions of the form…

We study the hole probability of Gaussian random entire functions. More specifically, we work with the flat model (the zero set of this function has a distribution which is invariant with respect to the plane isometries). A hole is the…