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J. Ben Hough

Publications and source records attributed to J. Ben Hough.

4 recordsLinked to original sources

Determinantal Processes and Independence

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees). They have the striking property that the number of points in a region $D$ is a sum of independent Bernoulli random variables, with parameters which are eigenvalues of the relevant operator on $L^2(D)$. Moreover, any determinantal process can be represented as a mixture of determinantal projection processes. We give a simple explanation for these known facts, and establish analogous representations for permanental processes, with geometric variables replacing the Bernoulli variables. These representations lead to simple proofs of existence criteria and central limit theorems, and unify known results on the distribution of absolute values in certain processes with radially symmetric distributions.

math.PR↗

Large deviations for the zero set of an analytic function with diffusing coefficients

The "hole probability" that the zero set of the time dependent planar Gaussian analytic function f(z,t) = sum_(n=0)^infty a_n(t) z^n/sqrt(n!), where a_n(t) are i.i.d. complex valued Ornstein-Uhlenbeck processes, does not intersect a disk of radius R for all 0<t<T decays like exp(-Te^(cR^2)). This result sharply differentiates the zero set of f from a number of canonical evolving planar point processes. For example, the hole probability of the perturbed lattice model {sqrtπ(m,n) + c zeta_{m,n}: m,n integers} where zeta_(m,n) are i.i.d. Ornstein-Uhlenbeck processes decays like exp(-cTR^4). This stark contrast is also present in the "overcrowding probability" that a disk of radius R contains at least N zeros for all 0<t<T.

math.PR↗

Asymptotic Behavior of Random Heaps

We study the asymptotic behavior of a random walk on the locally free group, and disprove a conjecture concerning the expected number of removeable generators.

math.PR↗

An LIL for cover times of disks by planar random walk and Wiener sausage

Let R_n be the radius of the largest disk covered after n steps of a simple random walk. We prove that almost surely limsup_{n \to \infty}(log R_n)^2/(log n log_3 n) = 1/4, where log_3 denotes 3 iterations of the log function. This is motivated by a question of Erdős and Taylor. We also obtain the analogous result for the Wiener sausage, refining a result of Meyre and Werner.

math.PR↗