Zeros of Gaussian power series, Hardy spaces and determinantal point processes

DOI10.1007/S43034-021-00159-0MaRDI QIDQ2062147zbMATH OpenOpenAlexFDO

Authors Safari Mukeru, Mmboniseni P. Mulaudzi

Publication date 24 December 2021

Published in Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.11947

zbMATH Keywords

determinantal point processGaussian power seriesHardy spacesreproducing Hilbert spacesToeplitz matrices

Mathematics Subject Classification ID

Random power series in one complex variable (30B20) Hardy spaces (30H10) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Given a sequence $(x{i}_n)$ 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) discovered the striking fact that the zeros of the random power series $f(z)=su{m}_{n=1}^{i}nftyx{i}_n{z}^{n-1}$ in the complex unit disc $mathbbD$ constitute a determinantal point process. The study of the zeros of the general random series $f(z)$ where the restriction of independence is relaxed upon the random variables $(x{i}_n)$ is an important open problem. This paper proves that if $(x{i}_n)$ is an infinite sequence of complex Gaussian random variables such that their covariance matrix is invertible and its inverse is a Toeplitz matrix, then the zero set of $f(z)$ constitutes a determinantal point process with the same distribution as the case of i.i.d variables studied by Peres and Vir'ag. The arguments are based on some interplays between Hardy spaces and reproducing kernels. Illustrative examples are constructed from classical Toeplitz matrices and the classical fractional Gaussian noise.

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Cited in

(6)

• Zeros of the i.i.d. Gaussian Laurent series on an annulus: weighted Szegő kernels and permanental-determinantal point processes
• Zeros of Gaussian power series with dependent random variables
• Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process
• Zeros of Gaussian analytic functions and determinantal point processes
• Correlation functions for zeros of a Gaussian power series and Pfaffians
• The multivariate Taylor measure function space and a generalization of Taylor's theorem

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