Abstract. We study the distribution of complex zeros of Gaussian harmonic polynomials with independent complex coefficients. The expected number of zeros is evaluated by applying a formula of independent interest for the expected absolute value of quadratic forms of Gaussian random variables.
We provide general formulas to compute the expectations of absolute value and sign of Gaussian quadratic forms, i.e. E | X, AX + b, X + c| and E sgn( X, AX + b, X + c) for centered Gaussian random vector X, fixed matrix A, vector b and constant c. Products of Gaussian quadratics are also discussed and followed with several interesting applications.
Bernoulli-p thinning has been well-studied for point processes. Here we consider three other cases: (1) sequences (X1, X2, . . . ); (2) gaps of such sequences (Xn+1 − X1) n∈N ; (3) partition structures. For the first case we characterize the distributions which are simultaneously invariant under Bernoulli-p thinning for all p ∈ (0, 1]. Based on this, we make conjectures for the latter two cases, and provide a potential approach for proof. We explain the relation to spin glasses, which is complementary to important previous work of Aizenman and Ruzmaikina, Arguin, and Shkolnikov.
We study two gravitational lensing models with Gaussian randomness: the continuous mass fluctuation model and the floating black hole model. The lens equations of these models are related to certain random harmonic functions. Using Rice’s formula and Gaussian techniques, we obtain the expected numbers of zeros of these functions, which indicate the amounts of images in the corresponding lens systems.
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