# Tagged Questions

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67 views

### why is this result about Gaussian analytic functions equivalent to the Crofton formula

I am reading Zeros of Gaussian Analytic Functions by Mikhail Sodin and he gives an much-too-easy proof of density of zeros of a Gaussian Analytic function.
Definition A Gaussian analytic function ...

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**1**answer

73 views

### M-Wright function asymptotics

Let $M(z;\nu):= \frac{1}{\pi}\sum_{n=1}^{\infty} \frac{(-z)^{n-1}}{(n-1)!}\Gamma(\nu n)\sin(\nu n\pi)=\frac{1}{2\pi i}\int_{\text{H}_a}\exp(\sigma -z\sigma^{\nu})/\sigma^{1-\nu} d\sigma$, ...

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81 views

### Mittag-Leffler function and Laplace Integral

Let $E_{\alpha}(z)\triangleq \sum_{n=0}^{\infty} \frac{z^n}{\Gamma(\alpha n + 1)}$ be the Mittag-Leffler function.
I am looking for a full proof of the following fact (a reference to a proof in the ...

**2**

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**1**answer

513 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 ...

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**4**answers

723 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 ...

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79 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 ...

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128 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 ...

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372 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 ...

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129 views

### Bounding an integral transform ouside a circle (or inside a strip)

Let $g$ be a symmetric unimodal probability distribution and $H$ be the right half plane.
We call
$$f(z) = \int_{-\infty}^\infty \frac{1}{z-i t}g(t)dt$$
the dispersion function of $g$.
Now, one can ...

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130 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 ...

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**1**answer

220 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**

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**2**answers

425 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 ...

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420 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!} ...

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**1**answer

755 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, ...

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**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 ...

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**2**answers

838 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 ...

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**2**answers

280 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 ...

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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 ...