相关论文: On the fourth moment theorem for the complex multi…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
The article presents the conservative dynamics of gravitationally interacting two-point-mass systems up to the eight order in the inverse power of the velocity of light, i.e.\ 4th post-Newtonian (4PN) order, and up to quadratic order in…
In this paper, we investigate the fourth power moment of twisted Kloosterman sum and its relationship with Hurwitz class number. We derive an explicit formula expressing this moment in terms of weighted sums involving Hurwitz class numbers.…
We study existence results for a fourth order problem describing single-component film models assuming initial data in Wiener spaces.
In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…
Classically, a single weight on an interval of the real line leads to moments, orthogonal polynomials and tridiagonal matrices. Appropriately deforming this weight with times t=(t_1,t_2,...), leads to the standard Toda lattice and…
A combinatorial interpretation is provided for the moments of characteristic polynomials of random unitary matrices. This leads to a rather unexpected consequence of the Keating and Snaith conjecture: the moments of $\mid\xi(1/2+it)\mid$…
We are concerned with the Steiner chains consisting of four circles. More precisely, we deal with the so-called complex moments of Steiner 4-chains introduced in a recent paper by J.Lagarias, C.Mallows and A.Wilks. We compute the invariant…
This paper is devoted to the study of general (Laurent) polynomial modifications of moment functionals on the unit circle, i.e., associated with hermitian Toeplitz matrices. We present a new approach which allows us to study polynomial…
In this paper we extend notions of complex C-R-calculus and complex Hermite polynomials to the bicomplex setting and compare the bicomplex polyanalytic function theory to the classical complex case.
Kerr's multi-particle solution is obtained on the base of the Kerr theorem. Choosing generating function of the Kerr theorem $F$ as a product of partial functions $F_i$ for spinning particles i=1,...k, we obtain a multi-sheeted,…
We found that the integral of four Hermite polynomials integrated with squared weight over the real line generates symmetric polynomials with a beautiful recursive property. We pose a question whether that integral admit an explicit formula…
We analytically derive transition probabilities for four-neutrino oscillations in matter. The time evolution operator giving the neutrino oscillations is expressed by the finite sum of terms up to the third power of the Hamiltonian in a…
Ito's Lemma implies that if $W$ is a Wiener process and $f$ is a twice continuously differentiable function, then the process $f(W)$ is the sum of a time integral and an Ito integral. The Ito integrand is not necessarily locally square…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
This paper establishes an upper bound for the Kolmogorov distance between the maximum of a high-dimensional vector of smooth Wiener functionals and the maximum of a Gaussian random vector. As a special case, we show that the maximum of…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
In this paper I prove good estimates on the moments and tail distribution of $k$-fold Wiener--It\^o integrals and also present their natural counterpart for polynomials of independent Gaussian random variables. The proof is based on the…
The article is devoted to the systematic derivation of new representations of the Hu-Meyer formulas. The formula expressing a multiple Wiener stochastic integral through the sum of multiple Stratonovich stochastic integrals and the formula…
The classical Hermite-Biehler theorem describes possible zero sets of complex linear combinations of two real polynomials whose zeros strictly interlace. We provide the full characterization of zero sets for the case when this interlacing…