# Tagged Questions

**2**

votes

**1**answer

497 views

### Absolute convergence of logarithm of polynomial with positive coefficient ($\ln G(z) = \sum\limits_{i = 0}^\infty {{q_i}{z^i}} $)

Special problem: Let $G(z)$ be a probability generating function(pgf, the $z$ can be seen as real number or complex number), that is
$$G(z) = \sum\limits_{i = 0}^\infty {{p_i}{z^i}} ,(\left| z ...

**14**

votes

**4**answers

650 views

### Distribution of roots of complex polynomials

I generated random quadratic and cubic polynomials with coefficients in $\mathbb{C}$
uniformly distributed in the unit disk $|z| \le 1$. The distribution of the roots of 10000
of these polynomials are ...

**2**

votes

**0**answers

75 views

### How can we describe explicitly the “infinitely complex differentiable” complex-valued local martingales?

Let $\mathcal{F}_t$ be a continuous filtration on a probability space, and let $B$ be a standard $\mathbb{C}$-valued $\mathcal{F}_t$-Brownian motion. Let's call a complex-valued process $X$, possibly ...

**4**

votes

**0**answers

123 views

### semiclassical proof of Wigner semicircle

In Terence Tao's discussion of the Gaussian Unitary Ensemble, he derives the Dyson and Airy kernels. The GUE is the probability distribution of the eigenvalues of a random Hermitian matrix.
\[ \int ...

**9**

votes

**2**answers

361 views

### Constructing Riemann maps using Brownian motion?

There's a relation between two-dimensional Brownian motion and conformal maps, see e.g. Thurston's answer to this question. Given two non-empty simply-connected domains $U$ and $V$ in the complex ...

**3**

votes

**0**answers

95 views

### Lower bounds of laplace transform of characteristic functions

Cross-posted on maths.stackexchange
I have the following integral:
\begin{equation}
f(\mu) = \int_0^\infty e^{-\mu t}\varphi_X(t)dt
\end{equation}
where $\varphi_X(t)$ is the characteristic function ...

**1**

vote

**0**answers

122 views

### Distance between probability amplitude functions

Suppose we have two probability measures $P_1$ and $P_2$ on some Riemannian manifold $(\Sigma,g)$. There are many potential distance measures between $P_1$ and $P_2$:
The Wasserstein distance
For ...

**1**

vote

**1**answer

209 views

### Fourier inversion formula for complex-valued random variables?

The characteristic function of a complex-valued random variable $X$ with pdf $\mu$ is given by
$$
\phi(t) = \int \exp[i \Re(\bar{t} X)] \; d\mu
$$
(or, so says Wikipedia). How does one recover the ...

**1**

vote

**2**answers

398 views

### Magnitude of the sum of complex i.u.d. random variables in the unit circle

Hello everybody. I'm working about asymptotic estimates of
$M_n = \left|\sum_{k=1}^n Z_k\right|$
where $Z_1, Z_2, \ldots$ are independent uniformly distributed random variables on the complex unit ...

**5**

votes

**3**answers

411 views

### Traceless GUE : Four Centered Fermions

The proof of the Wigner Semicircle Law comes from studying the GUE Kernel
\[ K_N(\mu, \nu)=e^{-\frac{1}{2}(\mu^2+\nu^2)} \cdot \frac{1}{\sqrt{\pi}} \sum_{j=0}^{N-1}\frac{H_j(\lambda)H_j(\mu)}{2^j j!} ...

**0**

votes

**1**answer

724 views

### What is the orthonormal basis for the Bergman space on the disk?

[EDIT by YC: the original question's title asked about a basis for the Hardy space on the disk. It is clear from the actual question that what was meant was the Bergman space.]
In arXiv:0310.5297, ...

**34**

votes

**4**answers

2k views

### Polynomials on the Unit Circle

I asked this question in math.stackexchange but I didn't have much luck. It might be more appropiate for this forum. Let $z_1,z_2,…,z_n$ be i.i.d random points on the unit circle ($|z_i|=1$) with ...

**5**

votes

**0**answers

714 views

### Brownian Motion Winding Number

Take a simple random walk $\gamma$ in the complex plane conditioned to start at point $a$ and end at point $b$. For this random walk, we can define the winding number $W_\gamma(a,b)$ around $b$ in the ...

**2**

votes

**2**answers

274 views

### Coefficients of holomorphic functions defined by Borel probability measures on the unit disc

Let be $\mathcal M(\partial\mathbb D)$ denote the set of all Borel complex probability measures on $\partial\mathbb D$ (unit circle in the complex plane). Define a mapping $\Phi:\mathcal ...

**10**

votes

**1**answer

1k views

### Let a function f have all moments zero. What conditions force f to be identically zero?

Throughout, let $f$ be a Lebesgue measurable function (or continuous if you wish, but this is probably no easier). (Questions with distributions etc. are possible also but I want to keep things simple ...