Related papers: Zeros of the i.i.d. Gaussian power series: a confo…
We consider a stochastic process $Y$ defined by an integral in quadratic mean of a deterministic function $f$ with respect to a Gaussian process $X$, which need not have stationary increments. For a class of Gaussian processes $X$, it is…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
This article examines Gaussian processes generated by monotonically modulating stationary kernels. An explicit isometry between the original and the modulated reproducing kernel Hilbert spaces is established, preserving eigenvalues and…
Consider a system $f_1(x)=0,\ldots,f_n(x)=0$ of $n$ random real polynomials in $n$ variables, where each $f_i$ has a prescribed set of terms described by a set $A\subseteq \mathbb{N}^n$ of cardinality $t$. Assuming that the coefficients of…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
We study the conditional distribution of zeros of a Gaussian system of random polynomials (and more generally, holomorphic sections), given that the polynomials or sections vanish at a point p (or a fixed finite set of points). The…
We study Gaussian random functions on the complex plane whose stochastics are invariant under the Weyl-Heisenberg group (twisted stationarity). The theory is modeled on translation invariant Gaussian entire functions, but allows for…
We study zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We prove that the a limiting horizontal mean counting-measure of the zeroes exists almost surely, and that it is…
We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…
When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $\nu > -1$ (BESQ$^{(\nu)}$) are determinantal processes for arbitrary fixed initial configurations. In…
We extend the circle theorem on the zeros of the partition function to a continuum system. We also calculate the exact zeros of the partition function for a finite system where the probability distribution for the order parameter is given…
We consider a class of stochastic processes $X$ defined by $X\left( t\right) =\int_{0}^{T}G\left( t,s\right) dM\left( s\right) $ for $t\in\lbrack0,T]$, where $M$ is a square-integrable continuous martingale and $G$ is a deterministic…
We consider the power series in two complex variables By(fb)(x)=S_(n=0)|.A_n^b x^n y^(n(n+1)/2)., where .(-1).^n A_n^b are the non-zero coefficients of the Maclaurin series of the Riemann Xi function. The Riemann hypothesis is the assertion…
We study zero sets of twisted stationary Gaussian random functions on the complex plane, i.e., Gaussian random functions that are stochastically invariant under the action of the Weyl-Heisenberg group. This model includes translation…
Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…
We analyze Gaussian analytic functions (GAFs) defined as power series with coefficients modeled by discrete stationary Gaussian processes, utilizing their spectral measures. We revisit some limit theorems for random analytic functions and…
This paper explores the use of a cumulant method to determine the zeros of partition functions for continuous phase transitions. Unlike a first-order transition, with a uniform density of zeros near the transition point, a continuous…
We consider the Gaussian Entire Function (GEF) whose Taylor coefficients are independent complex-valued Gaussian variables, and the variance of the kth coefficient is 1/k!. This random Taylor series is distinguished by the invariance of its…
Let $X_1,X_2,\ldots$ be independent and identically distributed random variables in $\mathbb{C}$ chosen from a probability measure $\mu$ and define the random polynomial $$ P_n(z)=(z-X_1)\ldots(z-X_n)\,. $$ We show that for any sequence $k…