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Joseph Najnudel

Publications and source records attributed to Joseph Najnudel.

At least 19 recordsLinked to original sources

Cauchy laws for zeta logarithmic derivatives and stationary Stieltjes transforms

We prove an unconditional Cauchy limit for a symmetrically truncated Stieltjes transform of the projected ordinates of the zeros of the Riemann zeta function. A suitable normalization of the logarithmic derivative of $ζ$ on the critical line has the same limit provided that the sum of the distances to the critical line of the zeros lying to its right, counted with multiplicity up to height $2T$, is $o(T)$; we give an explicit bound on the comparison error. The proof rests on a convergence theorem for the Stieltjes transform of positive stationary point measures whose counting discrepancy satisfies an integrability criterion. This theorem is obtained by comparison with the transforms of periodic point measures, combined with truncation bounds and a transfer theorem. Over finite fields, a classical cotangent identity yields Cauchy limits for the logarithmic derivatives of zeta functions of varieties: the law is exactly Cauchy for nonconstant pure cohomological factors, and Poincaré duality gives explicit errors for full zeta functions, including Cauchy limits for smooth hypersurfaces of increasing degree, uniformly in the base field.

math.NT

Penalisation of Two-Dimensional Brownian Motion

We study a penalisation problem for two-dimensional Brownian motion. Starting from the Wiener measure, we consider a family of probability measures obtained by weighting paths by a nonnegative functional $F_t$ depending on $t \geq 0$, $F_t$ being measurable with respect to the $σ$-algebra generated by the path up to time $t$. Under suitable assumptions on the penalisation process, we establish the weak convergence of these measures when $t \rightarrow \infty$. The limiting law is identified explicitly in terms of a $σ-$finite measure $\mathbf{W}^{(2)}$, which admits a path decomposition involving the last hitting time of a circle. This decomposition plays a central role in the analysis and yields a martingale representation of the limiting measure. where ordering and local time techniques are no longer available. The proofs rely on Laplace transform methods and Tauberian theorems, which replace excursion-theoretic tools and allow a precise identification of the limiting measure and its structural properties.

math.PR

Root Dynamics of Differentiated Polynomials with Rotationally Invariant Structure

The dynamics of polynomial roots under repeated differentiation has recently been conjectured to converge to a limiting measure governed by specific nonlinear PDEs, the conjectures being shown in some particular settings. For rotationally invariant initial distributions, a deterministic structured sampling model placing roots on concentric circles was recently introduced by Galligo, Najnudel, and Vu. In this paper, the authors proved convergence under the technical growth condition $m_n / (n \log n) \to \infty$, where $n$ is the number of circles and $m_n$ is the number of points per circle. In this paper, we significantly improve this result by relaxing the growth condition to $m_n / \log n \to \infty$, thus allowing for regimes where the number of points per circle grows proportionally to the number of circles. The key innovation is a refined upper bound on the root magnitudes after differentiation. This sharper estimate prevents the rapid accumulation of errors over multiple differentiations, fully validating a recent conjecture regarding the robustness of the sampling scheme.

math.PR

Law of Large Numbers and Central Limit Theorem for random sets of solitons of the focusing nonlinear Schrödinger equation

We study a random configuration of $N$ soliton solutions $ψ_N(x,t;\boldsymbolλ)$ of the cubic focusing Nonlinear Schrödinger (fNLS) equation in one space dimension. The $N$ soliton solutions are parametrized by $2N$ complex numbers $(\boldsymbolλ, \boldsymbol{c})$ where $\boldsymbolλ\in\mathbb{C}_+^N$ are the eigenvalues of the Zakharov-Shabat linear operator, and $ \boldsymbol{c}\in\mathbb{C}^N\backslash \{0\}$ are the norming constants of the corresponding eigenfunctions. The randomness is obtained by choosing the complex eigenvalues to be i.i.d. random variables sampled from a probability distribution with compact support in the complex plane. The corresponding norming constants are interpolated by a smooth function of the eigenvalues. Then we consider the expectation of the random measure associated to this random spectral data. Such expectation uniquely identifies, via the Zakharov-Shabat inverse spectral problem, a solution $ψ_\infty(x,t)$ of the fNLS equation. This solution can be interpreted as a soliton gas solution. We prove a Law of Large Numbers and a Central Limit Theorem for the differences $ψ_N(x,t;\boldsymbolλ)-ψ_\infty(x,t)$ and $|ψ_N(x,t;\boldsymbolλ)|^2-|ψ_\infty(x,t)|^2$ when $(x,t)$ are in a compact set of $\mathbb R\times\mathbb R^+$; we additionally compute the correlation functions.

math-ph

Moments of C$β$E field partition function, $\mathsf{Sine}_β$ correlations and stochastic zeta

We prove a conjecture of Fyodorov and Keating on the supercritical moments of the partition function of the C$β$E field or equivalently the supercritical moments of moments of the characteristic polynomial of the C$β$E ensemble for general $β>0$ and general real moment exponents. Moreover, we give the first expression for all correlation functions of the $\mathsf{Sine}_β$ point process for all $β>0$. The main object behind both results is the Hua-Pickrell stochastic zeta function introduced by Li and Valkó.

math.PR

Theoretical analysis of phase-rectified signal averaging (PRSA) algorithm

Phase-rectified signal averaging (PRSA) is a widely used algorithm to analyze nonstationary biomedical time series. The method operates by identifying hinge points in the time series according to prescribed rules, extracting segments centered at these points (with overlap permitted), and then averaging the segments. The resulting output is intended to capture the underlying quasi-oscillatory pattern of the signal, which can subsequently serve as input for further scientific analysis. However, a theoretical analysis of PRSA is lacking. In this paper, we investigate PRSA under two settings. First, when the input consists of a superposition of two oscillatory components, $\cos(2πt)+A\cos(2π(ξt+ϕ))$, where $A>0$, $ξ\in (0,1)$ and $ϕ\in [0,1)$, we show that, asymptotically when the sample size $n\to \infty$, the PRSA output takes the form $A'\sin(2πt)+B'\sin(2πξt)$, where $A',B'\neq 0$. Second, when the input is a stationary Gaussian random process, we establish a central limit theorem: under mild regularity conditions, the averaged vector produced by PRSA converges in distribution to a Gaussian random vector as $n\to \infty$ with mean determined by the covariance structure of the random process. These results indicate that caution is warranted when interpreting PRSA outputs for scientific applications.

math.ST

The Fourier coefficients of the critical holomorphic multiplicative chaos

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally, random matrices following the Circular-$β$-Ensemble. In a previous article, Najnudel, Paquette and Simm prove that in the $L^2$ phase $β> 4$, the appropriately normalized Fourier coefficient of the HMC converges in distribution to the square root of the total mass of the Gaussian multiplicative chaos on the unit circle, multiplied by an independent complex normal random variable. This convergence has been extended to the $L^1$ phase by Najnudel, Paquette, Simm and Vu. In the present article, we prove that this convergence further extends to the critical case $β= 2$, which corresponds to the limiting coefficients of the characteristic polynomial of the Circular Unitary Ensemble. We also prove the joint convergence of consecutive Fourier coefficients, and we derive convergence in distribution of the secular coefficients of the Circular Unitary Ensemble with index growing sufficiently slowly with the dimension.

math.PR

Limit fluctuations of stationary measure of totally asymmetric simple exclusion process with open boundaries on the coexistence line

We describe limit fluctuations of the height function for the open TASEP on the coexistence line under the stationary measure. It is known that the height function satisfies a law of large numbers as the number of sites $n$ goes to infinity which at the coexistence line is exotic in the sense that the first-order limit is random. Here, we study the functional central limit theorem: we show that with a random centering and normalized by $\sqrt n$, the second-order limit of the height functions is a (random) mixture of two independent Brownian motions.

math.PR

Dynamics of rotationally invariant polynomial root sets under iterated differentiations

We associate to an $N$-sample of a given rotationally invariant probability measure $μ_0$ with compact support in the complex plane, a polynomial $P_N$ with roots given by the sample. Then, for $t \in (0,1)$, we consider the empirical measure $μ_t^{N}$ associated to the root set of the $\lfloor t N\rfloor$-th derivative of $P_N$. A question posed by O'Rourke and Steinerberger [21], reformulated as a conjecture by Hoskins and Kabluchko [10], and recently reaffirmed by Campbell, O'Rourke and Renfrew [5], states that under suitable conditions of regularity on $μ_0$, for an i.i.d. sample, $μ_t^{N}$ converges to a rotationally invariant probability measure $μ_t$ when $N$ tends to infinity, and that $(1-t)μ_t$ has a radial density $x \mapsto ψ(x,t)$ satisfying the following partial differential equation: \begin{equation} \label{PDErotational} \frac{ \partial ψ(x,t) }{\partial t} = \frac{ \partial}{\partial x} \left( \frac{ ψ(x,t) }{ \frac{1}{x} \int_0^x ψ(y,t) dy } \right). \end{equation} In [10], this equation is reformulated as an equation on the distribution function $Ψ_t$ of the radial part of $(1-t) μ_t$: \begin{equation} \label{equationPsixtabstract} \frac{\partial Ψ_t (x)}{\partial t} = x \frac{\frac{\partial Ψ_t (x)}{\partial x} } {Ψ_t(x)} - 1. \end{equation} Restricting our study to a specific family of $N$-samplings, we are able to prove a variant of the conjecture above. We also emphasize the important differences between the two-dimensional setting and the one-dimensional setting, illustrated in our Theorem 2.1.

math.PR

Dynamics of roots of randomized derivative polynomials

In this paper, we study the asymptotic macroscopic behavior of the root sets of iterated, randomized derivatives of polynomials. The randomization depend on a parameter of inverse temperature $β\in (0, \infty]$, the case $β= \infty$ corresponding to the situation where one considers the derivative of polynomials, without randomization. Our constructions can be connected to random matrix theory: in particular, as detailed in Section 2, for $β= 2$ and roots on the real line, we get the distribution of the eigenvalues of minors of unitarily invariant random matrices. We prove that the asymptotic macroscopic behavior of the roots, i.e. the hydrodynamic limit, does not depend on $β$, and coincides with what we obtain for the non-randomized iterated derivatives, i.e. for $β= \infty$. Since recent results obtained for iterated derivations show that the limiting dynamics is governed by a non-local and non-linear PDE, we can transfer this information to the macroscopic behavior of the randomized setting. Our proof is completely explicit and relies on the analysis of increments in a triangular bivariate Markov chain.

math.PR

The Fourier coefficients of the holomorphic multiplicative chaos in the limit of large frequency

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary, and more generally circular-$β$-ensemble, random matrices. We consider the Fourier coefficients of the holomorphic multiplicative chaos in the $L^1$-phase, and we show that appropriately normalized, this converges in distribution to a complex normal random variable, scaled by the total mass of the Gaussian multiplicative chaos measure on the unit circle. We further generalize this to a process convergence, showing the joint convergence of consecutive Fourier coefficients. As a corollary, we derive convergence in law of the secular coefficients of sublinear index of the circular-$β$-ensemble for all $β> 2$.

math.PR

On the circle, Gaussian Multiplicative Chaos and Beta Ensembles match exactly

We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos ($GMC^γ$) on the circle, and the Circular Beta Ensemble $(CβE)$ from Random Matrix Theory. This is obtained via an analysis of related random orthogonal polynomials, making the approach spectral in nature. In order for the equality to hold, the simple relationship between coupling constants is $γ= \sqrt{\frac{2}β}$, which we establish only when $γ\leq 1$ or equivalently $β\geq 2$. This corresponds to the sub-critical and critical phases of the $GMC$. As a side product, we answer positively a question raised by Virag. We also give an alternative proof of the Fyodorov-Bouchaud formula concerning the total mass of the $GMC^γ$ on the circle. This conjecture was recently settled by Rémy using Liouville conformal field theory. We can go even further and describe the law of all moments. Furthermore, we notice that the ``spectral construction'' has a few advantages. For example, the Hausdorff dimension of the support is efficiently described for all $β>0$, thanks to existing spectral theory. Remarkably, the critical parameter for $GMC^γ$ corresponds to $β=2$, where the geometry and representation theory of unitary groups lie.

math.PR

Convergence of random holomorphic functions with real zeros and extensions of the stochastic zeta function

In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as functional convergence results for the Riemann zeta function. To this end, we consider the more general viewpoint of converging point processes (a special case of which is the sequence of converging eigenvalue point processes from random matrix ensembles), and we identify sufficient conditions under which the convergence of random point processes on the real line implies the convergence in law, for the topology of uniform convergence on compact sets, of suitable random holomorphic functions whose zeros are given by the point processes which are considered. Our results extend convergence results for rescaled characteristic polynomials obtained by various authors (in the case of the circular unitary ensemble, the limiting random analytic function is called the stochasic zeta function). We also show that for a wide class of point processes associated with these limiting random holomorphic functions (we can often interpret these points as the spectrum of some random operator), their Stieltjes transform follows for almost all points of the real line the standard Cauchy distribution, reminiscent of the results by Aizenman and Warzel (\cite{AW15}) in the case of the sine kernel point process.

math.PR

To spike or not to spike: the whims of the Wonham filter in the strong noise regime

We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for the observation equation. Interestingly, this becomes a strong noise regime for the filtering equations. Earlier results of the authors show the appearance of spikes in the filtered process, akin to a metastability phenomenon. This paper is aimed at understanding the smoothed optimal filter, which is relevant for any system with feedback. In particular, we exhibit a sharp phase transition between a spiking regime and a regime with perfect smoothing.

math.PR

Subcritical multiplicative chaos and the characteristic polynomial of the C$β$E

The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos convergence for the characteristic polynomial and eigenvalue counting function of the circular beta-ensembles throughout the subcritical phase, including negative powers. This generalizes recent results in the unitary case, [NSW20,BF22], to any beta>0 and for the eigenvalue counting field.

math.PR

Anti-concentration applied to roots of randomized derivatives of polynomials

Let $(Z^{(n)}_k)_{1 \leq k \leq n}$ be a random set of points and let $μ_n$ be its \emph{empirical measure}: $$μ_n = \frac{1}{n} \sum_{k=1}^n δ_{Z^{(n)}_k}. $$ Let $$P_n(z) := (z - Z^{(n)}_1)\cdots (z - Z^{(n)}_n)\quad \text{and}\quad Q_n (z) := \sum_{k=1}^n γ^{(n)}_k \prod_{1 \leq j \leq n, j \neq k} (z- Z^{(n)}_j), $$ where $(γ^{(n)}_k)_{1 \leq k \leq n}$ are independent, i.i.d. random variables with Gamma distribution of parameter $β/2$, for some fixed $β> 0$. We prove that in the case where $μ_n$ almost surely tends to $μ$ when $n \rightarrow \infty$, the empirical measure of the complex zeros of the \emph{randomized derivative} $Q_n$ also converges almost surely to $μ$ when $n$ tends to infinity. Furthermore, for $k = o(n / \log n)$, we obtain that the zeros of the $k-$th \emph{randomized derivative} of $P_n$ converge to the limiting measure $μ$ in the same sense. We also derive the same conclusion for a variant of the randomized derivative related to the unit circle.

math.PR

An arbitrage driven price dynamics of Automated Market Makers in the presence of fees

We present a model for price dynamics in the Automated Market Makers (AMM) setting. Within this framework, we propose a reference market price following a geometric Brownian motion. The AMM price is constrained by upper and lower bounds, determined by constant multiplications of the reference price. Through the utilization of local times and excursion-theoretic approaches, we derive several analytical results, including its time-changed representation and limiting behavior.

q-fin.MF

Multiple integral formulas for weighted zeta moments: the case of the sixth moment

We prove exact formulas for weighted $2k$th moments of the Riemann zeta function for all integer $k\geq 1$ in terms of the analytic continuation of an auto-correlation function. This latter enjoys several functional equations. One of them, following from a fundamental lemma of Bettin and Conrey (2013), yields to new formulas for the moments: our second main result is the case $k=3$, but there is no obstruction to obtain higher moments. This generalizes results by Titchmarsh (1928) for $k=1$ and $k=2$. A basic and powerful tool is a special Fourier transform unveiled by Ramanujan (1915). In a nutshell, the new idea is to consider the associated structures to $Γ^kζ^k$, which enjoy remarkable properties that are not satisfied by the more classically studied structure $Γζ^k$.

math.NT