Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userThe sine-process has excess one
109
0
0.0
(
0
)
Authors
Alexander I. Bufetov
Ask ChatGPT about the research
No Arabic abstract
The main result of this paper is that almost every realization of the sine-process with one particle removed is a uniqueness set for the Paley-Wiener space; with two particles removed, a zero set for the Paley-Wiener space.
rate research
Read More
The Patterson-Sullivan construction is proved almost surely to recover every harmonic function in a certain Banach space from its values on the zero set of a Gaussian analytic function on the disk. The argument relies on the slow growth of variance for linear statistics of the concerned point process. As a corollary of reconstruction result in general abstract setting, Patterson-Sullivan reconstruction of harmonic functions is obtained in real and complex hyperbolic spaces of arbitrary dimension.
We show that Sine$_beta$, the bulk limit of the Gaussian $beta$-ensembles is the spectrum of a self-adjoint random differential operator [ fto 2 {R_t^{-1}} left[ begin{array}{cc} 0 &-tfrac{d}{dt} tfrac{d}{dt} &0 end{array} right] f, qquad f:[0,1)to mathbb R^2, ] where $R_t$ is the positive definite matrix representation of hyperbolic Brownian motion with variance $4/beta$ in logarithmic time. The result connects the Montgomery-Dyson conjecture about the Sine$_2$ process and the non-trivial zeros of the Riemann zeta function, the Hilbert-Polya conjecture and de Branges attempt to prove the Riemann hypothesis. We identify the Brownian carousel as the Sturm-Liouville phase function of this operator. We provide similar operator representations for several other finite dimensional random ensembles and their limits: finite unitary or orthogonal ensembles, Hua-Pickrell ensembles and their limits, hard-edge $beta$-ensembles, as well as the Schrodinger point process. In this more general setting, hyperbolic Brownian motion is replaced by a random walk or Brownian motion on the affine group. Our approach provides a unified framework to study $beta$-ensembles that has so far been missing in the literature. In particular, we connect It^os classification of affine Brownian motions with the classification of limits of random matrix ensembles.
We show how the mathematical structure of large-deviation principles matches well with the concept of coarse-graining. For those systems with a large-deviation principle, this may lead to a general approach to coarse-graining through the variational form of the large-deviation functional.
We prove existence and pathwise uniqueness results for four different types of stochastic differential equations (SDEs) perturbed by the past maximum process and/or the local time at zero. Along the first three studies, the coefficients are no longer Lipschitz. The first type is the equation label{eq1} X_{t}=int_{0}^{t}sigma (s,X_{s})dW_{s}+int_{0}^{t}b(s,X_{s})ds+alpha max_{0leq sleq t}X_{s}. The second type is the equation label{eq2} {l} X_{t} =ig{0}{t}sigma (s,X_{s})dW_{s}+ig{0}{t}b(s,X_{s})ds+alpha max_{0leq sleq t}X_{s},,+L_{t}^{0}, X_{t} geq 0, forall tgeq 0. The third type is the equation label{eq3} X_{t}=x+W_{t}+int_{0}^{t}b(X_{s},max_{0leq uleq s}X_{u})ds. We end the paper by establishing the existence of strong solution and pathwise uniqueness, under Lipschitz condition, for the SDE label{e2} X_t=xi+int_0^t si(s,X_s)dW_s +int_0^t b(s,X_s)ds +almax_{0leq sleq t}X_s +be min_{0leq s leq t}X_s.
We study the generalizations of Jonathan Kings rank-one theorems (Weak-Closure Theorem and rigidity of factors) to the case of rank-one R-actions (flows) and rank-one Z^n-actions. We prove that these results remain valid in the case of rank-one flows. In the case of rank-one Z^n actions, where counterexamples have already been given, we prove partial Weak-Closure Theorem and partial rigidity of factors.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
