Spectral representation of correlation functions for zeros of Gaussian power series with stationary coefficients
Tomoyuki Shirai
TL;DR
The paper develops a spectral framework for Gaussian analytic functions (GAFs) with stationary Gaussian coefficients, showing that the zeros are governed by the spectral measure $F$ through a covarianc kernel $K(z,w)=\int s(z,t)\overline{s(w,t)}\,F(dt)$. It derives an Edelman–Kostlan 1-point density in terms of $K$ and $F$, and proves a general integral representation for the $n$-point correlation function, enabling explicit analysis in several examples. Through three detailed cases, including the i.i.d. (hyperbolic) GAF, periodic-atomic spectral measures, and long-range correlated spectra, the work shows how the zeros can form determinantal point processes with Bergman-type kernels or exhibit arc-supported boundary behavior, illustrating the central role of the spectral measure. The convergence results connect weak limits of spectral measures to convergence of both the GAFs and their zero sets, providing a robust framework for understanding zeros under spectral perturbations and for validating approximate models. Collectively, the results offer a spectral-origin lens on zero statistics of GAFs and furnish tools for analyzing higher-order correlations and related phenomena in random analytic settings.
Abstract
We analyze Gaussian analytic functions (GAFs) defined as power series with coefficients modeled by discrete stationary Gaussian processes, utilizing their spectral measures. We revisit some limit theorems for random analytic functions and examine some examples of GAFs through numerical computations. Furthermore, we provide an integral representation of the n-point correlation functions of the zero sets of GAFs in terms of the spectral measures of the underlying coefficient Gaussian processes.
