Strictly positive definite kernels on a product of circles

We supply a Fourier characterization for the real, continuous, isotropic and strictly positive definite kernels on a product of circles

Modeling Temporally Evolving and Spatially Globally Dependent Data

The last decades have seen an unprecedented increase in the availability of data sets that are inherently global and temporally evolving, from remotely sensed networks to climate model ensembles. This paper provides a view of statistical modeling techniques for space-time processes, where space is the sphere representing our planet. In particular, we make a distintion between (a) second order-based, and (b) practical approaches to model temporally evolving global processes. The former are based on the specification of a class of space-time covariance functions, with space being the two-dimensional sphere. The latter are based on explicit description of the dynamics of the space-time process, i.e., by specifying its evolution as a function of its past history with added spatially dependent noise. We especially focus on approach (a), where the literature has been sparse. We provide new models of space-time covariance functions for random fields defined on spheres cross time. Practical approaches, (b), are also discussed, with special emphasis on models built directly on the sphere, without projecting the spherical coordinate on the plane. We present a case study focused on the analysis of air pollution from the 2015 wildfires in Equatorial Asia, an event which was classified as the year's worst environmental disaster. The paper finishes with a list of the main theoretical and applied research problems in the area, where we expect the statistical community to engage over the next decade

Complex Analysis of Real Functions III: Extended Fourier Theory

In the context of the complex-analytic structure within the unit disk centered at the origin of the complex plane, that was presented in a previous paper, we show that the complete Fourier theory of integrable real functions is contained within that structure, that is, within the structure of the space of inner analytic functions on the open unit disk. We then extend the Fourier theory beyond the realm of integrable real functions, to include for example singular Schwartz distributions, and possibly other objects.Comment: 23 pgs. Small formatting corrections and bibliography updat

On bifurcation of eigenvalues along convex symplectic paths

We consider a continuously differentiable curve $t\mapsto \gamma(t)$ in the space of $2n\times 2n$ real symplectic matrices, which is the solution of the following ODE: $\frac{\mathrm{d}\gamma}{\mathrm{d}t}(t)=J_{2n}A(t)\gamma(t), \gamma(0)\in\operatorname{Sp}(2n,\mathbb{R})$, where $J=J_{2n}\overset{\text{def}}{=}\begin{bmatrix}0 & \operatorname{Id}_n\\-\operatorname{Id}_n & 0\end{bmatrix}$ and $A:t\mapsto A(t)$ is a continuous in the space of $2n\times2n$ real matrices which are symmetric. Under certain convexity assumption (which includes the particular case that $A(t)$ is strictly positive definite for all $t\in\mathbb{R}$), we investigate the dynamics of the eigenvalues of $\gamma(t)$ when $t$ varies, which are closely related to the stability of such Hamiltonian dynamical systems. We rigorously prove the qualitative behavior of the branching of eigenvalues and explicitly give the first order asymptotics of the eigenvalues. This generalizes classical Krein-Lyubarskii theorem on the analytic bifurcation of the Floquet multipliers under a linear perturbation of the Hamiltonian. As a corollary, we give a rigorous proof of the following statement of Ekeland: $\{t\in\mathbb{R}:\gamma(t)\text{ has a Krein indefinite eigenvalue of modulus }1\}$ is a discrete set.Comment: 8 figure

Fourier Theory on the Complex Plane IV: Representability of Real Functions by their Fourier Coefficients

The results presented in this paper are refinements of some results presented in a previous paper. Three such refined results are presented. The first one relaxes one of the basic hypotheses assumed in the previous paper, and thus extends the results obtained there to a wider class of real functions. The other two relate to a closer examination of the issue of the representability of real functions by their Fourier coefficients. As was shown in the previous paper, in many cases one can recover the real function from its Fourier coefficients even if the corresponding Fourier series diverges almost everywhere. In such cases we say that the real function is still representable by its Fourier coefficients. Here we establish a very weak condition on the Fourier coefficients that ensures the representability of the function by those coefficients. In addition to this, we show that any real function that is absolutely integrable can be recovered almost everywhere from, and hence is representable by, its Fourier coefficients, regardless of whether or not its Fourier series converges. Interestingly, this also provides proof for a conjecture proposed in the previous paper.Comment: 13 pages, including 3 pages of appendices; there was some expansion of the content in this version; a few improvements in the text and on some equations were also made; improved the treatment of the concept of integration in the tex

The Sineβ_\beta operator

We show that Sine$_\beta$, the bulk limit of the Gaussian $\beta$-ensembles is the spectrum of a self-adjoint random differential operator $$f\to 2 {R_t^{-1}} \left[ \begin{array}{cc} 0 &-\tfrac{d}{dt} \tfrac{d}{dt} &0 \end{array} \right] f, \qquad f:[0,1)\to \mathbb R^2,$$ 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-P\'olya conjecture and de Brange's 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 Schr\"odinger 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\^o's classification of affine Brownian motions with the classification of limits of random matrix ensembles.Comment: 51 pages, 2 figure

On monotonicity of zeros of paraorthogonal polynomials on the unit circle

The purpose of this note is to establish, in terms of the primary coefficients in the framework of the tridiagonal theory developed by Delsarte and Genin in the environment of nonnegative definite Toeplitz matrices, necessary and sufficient conditions for the monotonicity with respect to a real parameter of zeros of paraorthogonal polynomials on the unit circle. It is also provided tractable sufficient conditions and an application example. These polynomials can be regarded as the characteristic polynomials of any matrix similar to an unitary upper Hessenberg matrix with positive subdiagonal elements

Strictly positive definite kernels on a product of spheres

For the real, continuous, isotropic and positive definite kernels on a product of spheres, one may consider not only its usual strict positive definiteness but also strict positive definiteness restrict to the points of the product that have distinct components. In this paper, we provide a characterization for strict positive definiteness in these two cases, settling all the cases but those in which one of the spheres is a circle.Comment: 17 page

Fourier Theory on the Complex Plane II: Weak Convergence, Classification and Factorization of Singularities

The convergence of DP Fourier series which are neither strongly convergent nor strongly divergent is discussed in terms of the Taylor series of the corresponding inner analytic functions. These are the cases in which the maximum disk of convergence of the Taylor series of the inner analytic function is the open unit disk. An essentially complete classification, in terms of the singularity structure of the corresponding inner analytic functions, of the modes of convergence of a large class of DP Fourier series, is established. Given a weakly convergent Fourier series of a DP real function, it is shown how to generate from it other expressions involving trigonometric series, that converge to that same function, but with much better convergence characteristics. This is done by a procedure of factoring out the singularities of the corresponding inner analytic function, and works even for divergent Fourier series. This can be interpreted as a resummation technique, which is firmly anchored by the underlying analytic structure.Comment: 43 pages, including 20 pages of appendices with explicit calculations and examples; updated cross-references; made a few improvements in the text and in one equation; updated the reference

Strictly positive definite kernels on two-point compact homogeneous spaces

We present a necessary and sufficient condition for the strict positive definiteness of a real, continuous, isotropic and positive definite kernel on a two-point compact homogeneous space. The characterization adds to others previously obtained by D. Chen at all (2003) in the case in which the space is a sphere of dimension at least 2 and Menegatto at all (2006) in the case in which the space is the unit circle. As an application, we use the characterization to improve upon a recent result on the differentiability of positive definite kernels on the spaces