相关论文: An arithmetic model for the total disorder process
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
We present a numerical study of Riemann's formula for the oscillating part of the density of the primes and their powers. The formula is comprised of an infinite series of oscillatory terms, one for each zero of the zeta function on the…
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…
In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…
We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…
We use nonstandard analysis to study the problem of expressing a Gaussian integral in terms of the limiting behavior of a sequence of spherical integrals. Peterson and Sengupta proved that if a Gaussian measure $\mu$ has full support on a…
In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound on the convergence rate using the functional 1-Wasserstein…
We show that there are an infinite number of Riemann zeros on the critical line, enumerated by the positive integers $n=1,2,\dotsc$, whose ordinates can be obtained as the solution of a new transcendental equation that depends only on $n$.…
We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…
We prove a formula for the limit of logarithmic derivatives of zeta functions in families of global fields with an explicit error term. This can be regarded as a rather far reaching generalization of the explicit Brauer-Siegel theorem both…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…
The second moment of the Riemann zeta-function twisted by a normalized Dirichlet polynomial with coefficients of the form $(\mu \star \Lambda_1^{\star k_1} \star \Lambda_2^{\star k_2} \star \cdots \star \Lambda_d^{\star k_d})$ is computed…
Explicit bounds on the tails of the zeta function $\zeta$ are needed for applications, notably for integrals involving $\zeta$ on vertical lines or other paths going to infinity. Here we bound weighted $L^2$ norms of tails of $\zeta$. Two…
The Bohr-Jessen limit theorem is a probabilistic limit theorem on the value-distribution of the Riemann zeta-function in the critical strip. Moreover their limit measure can be written as an integral involving a certaindensity function. The…
We substantially apply the Li criterion for the Riemann hypothesis to hold. Based upon a series representation for the sequence \{\lambda_k\}, which are certain logarithmic derivatives of the Riemann xi function evaluated at unity, we…
For the Riemann zeta-function on the critical line the terminal estimate have been proved, which had been conjectured by Lindel\"of at the beginning of this Centure. The proof is based on the authors relations which connect the bilinear…
In his, by now, classical work from 1981, Nerman made extensive use of a crucial martingale $(W_t)_{t \geq 0}$ to prove convergence in probability, in mean and almost surely, of supercritical general branching processes (a.k.a.…
In a recent article we have discussed the connections between averages of powers of Riemann's $\zeta$-function on the critical line, and averages of characteristic polynomials of random matrices. The result for random matrices was shown to…
The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.