相关论文: Two Bessel Bridges Conditioned Never to Collide, D…

The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…

We derive asymptotics for the moments as well as the weak limit of the height distribution of watermelons with p branches with wall. This generalises a famous result of de Bruijn, Knuth and Rice on the average height of planted plane trees,…

We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…

For three constrained Brownian motions, the excursion, the meander, and the reflected bridge, the densities of the maximum and of the time to reach it were expressed as double series by Majumdar, Randon-Furling, Kearney, and Yor (2008).…

Assuming the Riemann Hypothesis, we show that for $k>0$ $$ \frac{1}{T}\text{meas}\Big\{t\in [T,2T]:|\zeta(1/2+{\rm i} t)|>(\log T)^k\Big\}\leq C_k \frac{(\log T)^{-k^2}}{\sqrt{\log\log T}}, $$ where $C_k=\exp(e^{ck})$ for some absolute…

Assuming the Generalised Riemann Hypothesis, we prove a sharp upper bound on moments of shifted Dirichlet $L$-functions. We use this to obtain conditional upper bounds on high moments of theta functions. Both of these results strengthen…

Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary $t\mapsto a+bt,\ a\geq 0,\,b\in \R,$ by a reflecting Brownian motion. The main tool hereby is Doob's formula which gives the probability…

The "hybrid" moments $$ \int_T^{2T}|\zeta(1/2+it)|^k{(\int_{t-G}^{t+G}|\zeta(1/2+ix)|^\ell dx)}^m dt $$ of the Riemann zeta-function $\zeta(s)$ on the critical line $\Re s = 1/2$ are studied. The expected upper bound for the above…

Assuming the Riemann Hypothesis, we obtain an upper bound for the 2k-th moment of the derivative of the Riemann zeta-function averaged over the non-trivial zeros of $\zeta(s)$ for every positive integer k. Our bounds are nearly as sharp as…

This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential…

Assuming the Riemann Hypothesis, Soundararajan showed that $\displaystyle{\int_{0}^{T} \vert \zeta(1/2 + it)\vert^{2k} \ll T(\log T)^{k^2 + \epsilon}}$ . His method was used by Chandee to obtain upper bounds for shifted moments of the…

We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^{\theta}$, where $\theta$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic…

The purpose of this paper is to introduce the construction of a stochastic process called "$\delta$-dimensional Bessel house-moving" and its properties. We study the weak convergence of $\delta$-dimensional Bessel bridges conditioned from…

A watermelon is a set of $p$ Bernoulli paths starting and ending at the same ordinate, that do not intersect. In this paper, we show the convergence in distribution of two sorts of watermelons (with or without wall condition) to processes…

Moments of moments of the Riemann zeta function, defined by \[ \text{MoM}_T (k,\beta) = \frac{1}{T} \int_T^{2T} \left( \int_{ |h|\leq (\log T)^\theta}|\zeta(\tfrac{1}{2} + i t + ih)|^{2\beta} dh \right)^k dt \] where $k,\beta \geq 0$ and…

Given a deterministically time-changed Brownian motion $Z$ starting from 1, whose time-change $V(t)$ satisfies $V(t) > t$ for all $t > 0$, we perform an explicit construction of a process $X$ which is Brownian motion in its own filtration…

Results of extensive computations of moments of the Riemann zeta function on the critical line are presented. Calculated values are compared with predictions motivated by random matrix theory. The results can help in deciding between those…

We establish upper bounds for the joint moments of the $2k^{\text{th}}$ power of the Riemann zeta function with the $2h^{\text{th}}$ power of its derivative for $0 \leq h \leq 1$ and $1 \leq k \leq 2$. These bounds are expected to be sharp…

We obtain conditional upper bounds for negative discrete moments of the derivative of the Riemann zeta-function averaged over a subfamily of zeros of the zeta function which is expected to have full density inside the set of all zeros. For…

We present a dual-basis framework for analytic Bernoulli functions. On the Hurwitz side, even zeta values arise, while on the Clausen side, odd zeta values appear. Both bases are generated by the same Heisenberg--Weyl ladder and are linked…