相关论文: Random moments for the new eigenfunctions of point…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…
We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…
In this article we study the semiclassical asymptotics of the Martinet sub-Laplacian on the flat toroidal cylinder $M = \mathbb{R} \times \mathbb{T}^2$. We describe the asymptotic distribution of sequences of eigenfunctions oscillating at…
We refine a recent heuristic developed by Keating and the second author. Our improvement leads to a new integral expression for the conjectured asymptotic formula for shifted moments of the Riemann zeta-function. This expression is…
We determine the asymptotics of the joint eigenfunctions of the torus action on a toric Kahler variety. Such varieties are models of completely integrable systems in complex geometry. We first determine the pointwise asymptotics of the…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…
We study the asymptotic behaviour of additive functionals of random walks in random scenery. We establish bounds for the moments of the local time of the Kesten and Spitzer process.These bounds combined with a previous moment convergence…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…
We investigate the distribution of monochromatic subgraph counts in random vertex $2$-colorings of large graphs. We give sufficient conditions for the asymptotic normality of these counts and demonstrate their essential necessity…
Recently, Keating and the second author of this paper devised a heuristic for predicting asymptotic formulas for moments of the Riemann zeta-function $\zeta(s)$. Their approach indicates how lower twisted moments of $\zeta(s)$ may be used…
The $k$ principal points of a random vector $\mathbf{X}$ are defined as a set of points which minimize the expected squared distance between $\mathbf{X}$ and the nearest point in the set. They are thoroughly studied in Flury (1990, 1993),…
We consider the Riemannian random wave model of Gaussian linear combinations of Laplace eigenfunctions on a general compact Riemannian manifold. With probability one with respect to the Gaussian coefficients, we establish that, both for…
We consider linear statistics of the scaled zeros of Dirichlet $L$--functions, and show that the first few moments converge to the Gaussian moments. The number of Gaussian moments depends on the particular statistic considered. The same…
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-sphere ($d\ge 2$). We investigate the distribution of their defect i.e., the difference between the measure of positive and negative regions. Marinucci and…
Granville-Soundararajan, Harper-Nikeghbali-Radziwill, and Heap-Lindqvist independently established an asymptotic for the even natural moments of partial sums of random multiplicative functions defined over integers. Building on these works,…
We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.
We consider a stochastic volatility model where the moment generating function of the logarithmic price is finite only on part of the real line. Using a new Tauberian result obtained in [1] and [2], we show that the knowledge of the moment…