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We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the…
In this paper we study the asymptotic behavior of a family of polynomials which are orthogonal with respect to an exponential weight on certain contours of the complex plane. The zeros of these polynomials are the nodes for complex Gaussian…
In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert…
The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
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…
Random walks in random scenery are processes defined by $Z_n:=\sum_{k=1}^n\xi_{X_1+...+X_k}$, where basically $(X_k,k\ge 1)$ and $(\xi_y,y\in\mathbb Z)$ are two independent sequences of i.i.d. random variables. We assume here that $X_1$ is…
A family of log-correlated Gaussian processes indexed by metric spaces is introduced, when the metric is conditionally negative definite. These processes arise as the limit of bi-fractional Brownian motions indexed by $(H,K)$ scaled by…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
In this paper, we define a generalised fractional Cox-Ingersoll-Ross process as a square of singular stochastic differential equation with respect to fractional Brownian motion with Hurst parameter H in (0,1) and continuous drift function.…
We investigate the probability that a random polynomial with independent, mean-zero and finite variance coefficients has no real zeros. Specifically, we consider a random polynomial of degree $2n$ with coefficients given by an i.i.d.…
The dynamics of the torsion field is analyzed in the framework of the Covariant Canonical Gauge Theory of Gravity (CCGG), a De~Donder-Weyl Hamiltonian formulation of gauge gravity. The action is quadratic in both, the torsion and the…
To simulate indistinguishable particles, recent studies of path-integral molecular dynamics formulated their partition function $Z$ as a recurrence relation involving a variable $\xi$, with $\xi=1$(-1) for bosons (fermions). Inspired by…
Consider a_1,a_2,...,a_n, arbitrary elements of R. We characterize those real functions f that decompose into the sum of a_j-periodic functions, i.e., f=f_1+...+f_n with D_{a_j}f(x):=f(x+a_j)-f(x)=0. We show that f has such a decomposition…
In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…
We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…
Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…
For $N \in \mathbb{N}$ consider the $N$-th section of the approximate functional equation $$ \zeta_N(s)= \sum_{n =1 }^N B_n(s),$$ where $$ B_n(s)= \frac{1}{2} \left [ n^{-s} + \chi(s) \cdot n^{s-1} \right ].$$ Our aim in this work is to…