相关论文: Large deviations for the zero set of an analytic f…

We study the hole probabilities of the infinite Ginibre ensemble ${\mathcal X}_{\infty}$, a determinantal point process on the complex plane with the kernel $\mathbb K(z,w)= \frac{1}{\pi}e^{z\bar w-\frac{1}{2}|z|^2-\frac{1}{2}|w|^2}$ with…

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…

In this paper, we study hole probabilities $P_{0,m}(r,N)$ of SU(m+1) Gaussian random polynomials of degree $N$ over a polydisc $(D(0,r))^m$. When $r\geq1$, we find asymptotic formulas and decay rate of $\log{P_{0,m}(r,N)}$. In dimension…

For an analytic function $f(z)=\sum_{k=0}^\infty a_kz^k$ on a neighbourhood of a closed disc $D\subset {\bf C}$, we give assumptions, in terms of the Taylor coefficients $a_k$ of $f$, under which the number of intersection points of the…

Consider a random system $\mathfrak{f}_1(x)=0,\ldots,\mathfrak{f}_n(x)=0$ of $n$ random real polynomials in $n$ variables, where each $\mathfrak{f}_k$ has a prescribed set of exponent vectors in a set $A_k\subseteq \mathbb{Z}^n$ of size…

We study some properties of hyperbolic Gaussian analytic functions of intensity $L$ in the unit ball of $\mathbb C^n$. First we deal with the asymptotics of fluctuations of linear statistics as $L\to\infty$. Then we estimate the probability…

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

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…

The fractional Ornstein-Uhleneck (fOU) process is described by the overdamped Langevin equation $\dot{x}(t)+\gamma x=\sqrt{2 D}\xi(t)$, where $\xi(t)$ is the fractional Gaussian noise with the Hurst exponent $0<H<1$. For $H\neq 1/2$ the fOU…

We study translation invariant stochastic processes on $\mathbb{R}^d$ or $\mathbb{Z}^d$ whose diffraction spectrum or structure function $S(k)$, i.e. the Fourier transform of the truncated total pair correlation function, vanishes on an…

Given a sequence $(\xi_n)$ of standard i.i.d complex Gaussian random variables, Peres and Vir\'ag (in the paper ``Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process'' {\it Acta Math.} (2005) 194, 1-35)…

In this article we study the so-called cut-off phenomenon in the total variation distance when $n\to \infty$ for the family of continuous-time stochastic processes indexed by $n\in \mathbb{N}$, \[ \left( \mathcal{Z}^{(n)}_t=…

The hole probability, i.e., the probability that a region is void of particles, is a benchmark of correlations in many body systems. We compute analytically this probability $P(R)$ for a spherical region of radius $R$ in the case of $N$…

We present a non-perturbative method for calculating the abundance of primordial black holes given an arbitrary one-point probability distribution function for the primordial curvature perturbation, $P(\zeta)$. A non-perturbative method is…

We prove that the density fluctuations for a zero-range process evolving on the supercritical percolation cluster are given by a generalized Ornstein-Uhlenbeck process in the space of distributions $\mc S'(\bb R^d)$.

We construct random point processes in the complex plane that are asymptotically close to a given doubling measure. The processes we construct are the zero sets of random entire functions that are constructed through generalised Fock…

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…

We consider random analytic functions defined on the unit disk of the complex plane as power series such that the coefficients are i.i.d., complex valued random variables, with mean zero and unit variance. For the case of complex Gaussian…

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…

We study the full distribution of $A=\int_{0}^{T}x^{n}\left(t\right)dt$, $n=1,2,\dots$, where $x\left(t\right)$ is an Ornstein-Uhlenbeck process. We find that for $n>2$ the long-time ($T \to \infty$) scaling form of the distribution is of…