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Related papers: Wigner chaos and the fourth moment

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Adapting the spectral viewpoint suggested in Ledoux (2012) in the context of symmetric Markov diffusion generators and recently exploited in the non-diffusive setup of a Poisson random measure by D\"obler and Peccati (2017), we investigate…

Probability · Mathematics 2017-10-10 Christian Döbler , Kai Krokowski

We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…

Probability · Mathematics 2016-12-06 Daniel Harnett , David Nualart

The moving average of the complex modulus of the analytic wavelet transform provides a robust time-scale representation for signals to small time shifts and deformation. In this work, we derive the Wiener chaos expansion of this…

Probability · Mathematics 2024-10-23 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

We argue semiclassically, on the basis of Gutzwiller's periodic-orbit theory, that full classical chaos is paralleled by quantum energy spectra with universal spectral statistics, in agreement with random-matrix theory. For dynamics from…

Chaotic Dynamics · Physics 2007-05-23 Sebastian Müller , Stefan Heusler , Petr Braun , Fritz Haake , Alexander Altland

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

Chaotic Dynamics · Physics 2013-03-06 Gregory Berkolaiko , Jack Kuipers

We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…

Probability · Mathematics 2015-10-09 Simon Campese , Ivan Nourdin , Giovanni Peccati , Guillaume Poly

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

Probability · Mathematics 2011-05-10 Terence Tao , Van Vu

We discuss some problems of dissipative chaos for open quantum systems in the framework of semiclassical and quantum distributions. For this goal, we propose a driven nonlinear oscillator with time-dependent coefficients, i.e. with…

Quantum Physics · Physics 2017-08-23 T. V. Gevorgyan , A. R. Shahinyan , G. Yu. Kryuchkyan

We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…

Probability · Mathematics 2014-02-26 Ivan Nourdin , Jan Rosiński

We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living…

Probability · Mathematics 2014-09-22 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

Probability · Mathematics 2012-09-03 Terence Tao

The aim of the present paper is to establish the multidimensional counterpart of the \textit{fourth moment criterion} for homogeneous sums in independent leptokurtic and mesokurtic random variables (that is, having positive and zero fourth…

Probability · Mathematics 2015-06-26 Ivan Nourdin , Giovanni Peccati , Guillaume Poly , Rosaria Simone

We establish the self-averaging properties of the Wigner transform of a mixture of states in the regime when the correlation length of the random medium is much longer than the wave length but much shorter than the propagation distance. The…

Chaotic Dynamics · Physics 2009-11-07 G. Bal , T. Komorowski , L. Ryzhik

We consider the problem of setting up the Wigner distribution for states of a quantum system whose configuration space is a Lie group. The basic properties of Wigner distributions in the familiar Cartesian case are systematically…

Quantum Physics · Physics 2015-06-26 N. Mukunda , Arvind , S. Chaturvedi , R. Simon

In this paper, we propose a general means of estimating the rate at which convergences in law occur. Our approach, which is an extension of the classical Stein-Tikhomirov method, rests on a new pair of linear operators acting on…

Probability · Mathematics 2017-06-29 Benjamin Arras , Guillaume Mijoule , Guillaume Poly , Yvik Swan

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of the semicircle law). We prove that under an averaging…

Probability · Mathematics 2011-10-05 Yunjiang Jiang

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

Information Theory · Computer Science 2018-08-29 Chin Hei Chan , Enoch Kung , Maosheng Xiong

We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu