Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex

Let $d\in \mathbb{N}$ and let $\gamma_i\in [0,\infty)$, $x_i\in (0,1)$ be such that $\sum_{i=1}^{d+1} \gamma_i = M\in (0,\infty)$ and $\sum_{i=1}^{d+1} x_i = 1$. We prove that \begin{equation*} a \mapsto \frac{\Gamma(aM + 1)}{\prod_{i=1}^{d+1} \Gamma(a \gamma_i + 1)} \prod_{i=1}^{d+1} x_i^{a\gamma_i} \end{equation*} is completely monotonic on $(0,\infty)$. This result generalizes the one found by Alzer (2018) for binomial probabilities ($d=1$). As a consequence of the log-convexity, we obtain some combinatorial inequalities for multinomial coefficients. We also show how the main result can be used to derive asymptotic formulas for quantities of interest in the context of statistical density estimation based on Bernstein polynomials on the $d$-dimensional simplex.Comment: 7 pages, 0 figur

Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance

We continue our study of the scale-inhomogeneous Gaussian free field introduced in Arguin and Ouimet (2016). Firstly, we compute the limiting free energy on V_N and adapt a technique of Bovier and Kurkova (2004b) to determine the limiting two-overlap distribution. The adaptation was already successfully applied in the simpler case of Arguin and Zindy (2015), where the limiting free energy was computed for the field with two levels (in the center of V_N) and the limiting two-overlap distribution was determined in the homogeneous case. Our results agree with the analogous quantities for the Generalized Random Energy Model (GREM); see Capocaccia et al. (1987) and Bovier and Kurkova (2004a), respectively. Secondly, we show that the extended Ghirlanda-Guerra identities hold exactly in the limit. As a corollary, the limiting array of overlaps is ultrametric and the limiting Gibbs measure has the same law as a Ruelle probability cascade.Comment: 52 pages, 6 figure

Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function

In Arguin & Tai (2018), the authors prove the convergence of the two-overlap distribution at low temperature for a randomized Riemann zeta function on the critical line. We extend their results to prove the Ghirlanda-Guerra identities. As a consequence, we find the joint law of the overlaps under the limiting mean Gibbs measure in terms of Poisson-Dirichlet variables. It is expected that we can adapt the approach to prove the same result for the Riemann zeta function itself.Comment: 15 pages, 1 figur

Large deviations and continuity estimates for the derivative of a random model of log⁡∣ζ∣\log |\zeta| on the critical line

In this paper, we study the random field \begin{equation*} X(h) \circeq \sum_{p \leq T} \frac{\text{Re}(U_p \, p^{-i h})}{p^{1/2}}, \quad h\in [0,1], \end{equation*} where $(U_p, \, p ~\text{primes})$ is an i.i.d. sequence of uniform random variables on the unit circle in $\mathbb{C}$. Harper (2013) showed that $(X(h), \, h\in (0,1))$ is a good model for the large values of $(\log |\zeta(\frac{1}{2} + i (T + h))|, \, h\in [0,1])$ when $T$ is large, if we assume the Riemann hypothesis. The asymptotics of the maximum were found in Arguin, Belius & Harper (2017) up to the second order, but the tightness of the recentered maximum is still an open problem. As a first step, we provide large deviation estimates and continuity estimates for the field's derivative $X'(h)$. The main result shows that, with probability arbitrarily close to $1$, \begin{equation*} \max_{h\in [0,1]} X(h) - \max_{h\in \mathcal{S}} X(h) = O(1), \end{equation*} where $\mathcal{S}$ a discrete set containing $O(\log T \sqrt{\log \log T})$ points.Comment: 7 pages, 0 figur

Extremes of the two-dimensional Gaussian free field with scale-dependent variance

In this paper, we study a random field constructed from the two-dimensional Gaussian free field (GFF) by modifying the variance along the scales in the neighborhood of each point. The construction can be seen as a local martingale transform and is akin to the time-inhomogeneous branching random walk. In the case where the variance takes finitely many values, we compute the first order of the maximum and the log-number of high points. These quantities were obtained by Bolthausen, Deuschel and Giacomin (2001) and Daviaud (2006) when the variance is constant on all scales. The proof relies on a truncated second moment method proposed by Kistler (2015), which streamlines the proof of the previous results. We also discuss possible extensions of the construction to the continuous GFF.Comment: 30 pages, 4 figures. The argument in Lemma 3.1 and 3.4 was revised. Lemma A.4, A.5 and A.6 were added for this reason. Other typos were corrected throughout the article. The proof of Lemma A.1 and A.3 was simplifie

A uniform L1L^1 law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator

We develop a new $L^1$ law of large numbers where the $i$-th summand is given by a function $h(\cdot)$ evaluated at $X_i - \theta_n$, and where $\theta_n \circeq \theta_n(X_1,X_2,\ldots,X_n)$ is an estimator converging in probability to some parameter $\theta\in \mathbb{R}$. Under broad technical conditions, the convergence is shown to hold uniformly in the set of estimators interpolating between $\theta$ and another consistent estimator $\theta_n^{\star}$. Our main contribution is the treatment of the case where $|h|$ blows up at $0$, which is not covered by standard uniform laws of large numbers.Comment: 10 pages, 1 figur

Moments of the Riemann zeta function on short intervals of the critical line

We show that as $T\to \infty$, for all $t\in [T,2T]$ outside of a set of measure $\mathrm{o}(T)$, $$\int_{-(\log T)^{\theta}}^{(\log T)^{\theta}} |\zeta(\tfrac 12 + \mathrm{i} t + \mathrm{i} h)|^{\beta} \mathrm{d} h = (\log T)^{f_{\theta}(\beta) + \mathrm{o}(1)},$$ for some explicit exponent $f_{\theta}(\beta)$, where $\theta > -1$ and $\beta > 0$. This proves an extended version of a conjecture of Fyodorov and Keating (2014). In particular, it shows that, for all $\theta > -1$, the moments exhibit a phase transition at a critical exponent $\beta_c(\theta)$, below which $f_\theta(\beta)$ is quadratic and above which $f_\theta(\beta)$ is linear. The form of the exponent $f_\theta$ also differs between mesoscopic intervals ($-1<\theta<0$) and macroscopic intervals ($\theta>0$), a phenomenon that stems from an approximate tree structure for the correlations of zeta. We also prove that, for all $t\in [T,2T]$ outside a set of measure $\mathrm{o}(T)$, $$\max_{|h| \leq (\log T)^{\theta}} |\zeta(\tfrac{1}{2} + \mathrm{i} t + \mathrm{i} h)| = (\log T)^{m(\theta) + \mathrm{o}(1)},$$ for some explicit $m(\theta)$. This generalizes earlier results of Najnudel (2018) and Arguin et al. (2018) for $\theta = 0$. The proofs are unconditional, except for the upper bounds when $\theta > 3$, where the Riemann hypothesis is assumed.Comment: 33 pages, 1 figure; Changes : Minor corrections. The previous discretization via Sobolev is replaced by a new (and more effective) discretization procedure using Fourier transform