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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…

概率论 · 数学 2016-01-19 Naomi Feldheim

Geometrically, zeroes of a Gaussian analytic function are intersection points of an analytic curve in a Hilbert space with a randomly chosen hyperplane. Mathematical physics provides another interpretation as a gas of interacting particles.…

复变函数 · 数学 2007-05-23 Mikhail Sodin

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…

概率论 · 数学 2007-05-23 Manjunath Krishnapur

We review a result obtained with Andrew Ledoan and Marco Merkli. Consider a random analytic function $f(z) = \sum_{n=0}^{\infty} a_n X_n z^n$, where the $X_n$'s are i.i.d., complex valued random variables with mean zero and unit variance,…

概率论 · 数学 2015-09-29 Shannon Starr

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…

概率论 · 数学 2025-01-08 Tomoyuki Shirai

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…

概率论 · 数学 2022-05-11 Antti Haimi , Günther Koliander , José Luis Romero

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…

概率论 · 数学 2024-09-18 Naomi Feldheim , Antti Haimi , Günther Koliander , José Luis Romero

We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…

概率论 · 数学 2025-01-30 Tomoyuki Shirai

We prove and discuss three results on zero distribution of gaussian analytic functions: (i) the Edeleman-Kostlan formula for the expectation of the counting measure; (ii) a variation on the theme of Calabi's rigidity theorem; (iii) Offord's…

复变函数 · 数学 2007-05-23 Mikhail Sodin

We consider an analytic function $f$ whose zero set forms a unit intensity Poisson process on the real line. We show that repeated differentiation causes the zero set to converge in distribution to a random translate of the integers.

概率论 · 数学 2014-09-30 Robin Pemantle , Sneha Subramanian

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,…

概率论 · 数学 2016-12-21 Fedor Nazarov , Mikhail Sodin

We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…

复变函数 · 数学 2023-04-26 Alon Nishry , Elliot Paquette

We present the continuous wavelet transform (WT) of white Gaussian noise and establish a connection to the theory of Gaussian analytic functions. Based on this connection, we propose a methodology that detects components of a signal in…

数值分析 · 数学 2020-05-12 Luis Daniel Abreu , Antti Haimi , Günther Koliander , José Luis Romero

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…

复变函数 · 数学 2007-05-23 Mikhail Sodin , Boris Tsirelson

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…

概率论 · 数学 2016-12-21 Fedor Nazarov , Mikhail Sodin

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…

概率论 · 数学 2014-07-25 Zakhar Kabluchko , Dmitry Zaporozhets

We study non-trivial translation-invariant probability measures on the space of entire functions of one complex variable. The existence (and even an abundance) of such measures was proven by Benjamin Weiss. Answering Weiss question, we find…

复变函数 · 数学 2017-03-24 Lev Buhovsky , Adi Glucksam , Alexander Logunov , Mikhail Sodin

We study the zero set of random analytic functions generated by a sum of the cardinal sine functions that form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. It is shown that…

复变函数 · 数学 2011-08-16 Jorge Antezana , Jeremiah Buckley , Jordi Marzo , Jan-Fredrik Olsen

The main aim of this paper is twofold. First we generalize, in a novel way, most of the known non-vanishing results for the derivatives of the Riemann zeta function by establishing the existence of an infinite sequence of regions in the…

数论 · 数学 2023-02-13 Thomas Binder , Sebastian Pauli , Filip Saidak

We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

统计理论 · 数学 2025-09-16 Marco Lanucara
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