English
Related papers

Related papers: Wigner chaos and the fourth moment

200 papers

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

Probability · Mathematics 2025-01-09 Masahisa Ebina

In this article, we develop a combinatorial approach for studying moments of the resolvent trace for random tensors proposed by Razvan Gurau. Our work is based on the study of hypergraphs and extends the combinatorial proof of moments…

Probability · Mathematics 2026-02-13 Remi Bonnin

Let $U_n=[u_{i,j}]$ be the eigenvectors matrix of a Wigner matrix. We prove that under some moments conditions, the bivariate random process indexed by $[0,1]^2$ with value at $(s,t)$ equal to the sum, over $1\le i \le ns$ and $1\le j \le…

Probability · Mathematics 2012-10-01 Florent Benaych-Georges

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…

Probability · Mathematics 2023-02-15 Makoto Maejima , Noriyoshi Sakuma

Quasicrystals are tempered distributions $\mu$ which satisfy symmetric conditions on $\mu$ and $\widehat \mu$. This suggests that techniques from time-frequency analysis could possibly be useful tools in the study of such structures. In…

Functional Analysis · Mathematics 2021-06-18 Paolo Boggiatto , Carmen Fernández , Antonio Galbis , Alessandro Oliaro

The collisionless Boltzmann equation, also called free-streaming, is a convenient approximation. It is rather simple to implement numerically, and and it is effective at reducing the irregularities of rough initial conditions. It can be…

High Energy Physics - Phenomenology · Physics 2023-04-04 Leonardo Tinti

We compute the Wiener chaos decomposition of the signature for a class of Gaussian processes, which contains fractional Brownian motion (fBm) with Hurst parameter H in (1/4, 1). At level 0, our result yields an expression for the expected…

Probability · Mathematics 2023-12-14 Emilio Ferrucci , Thomas Cass

In the first part of the paper we use a new Fourier technique to obtain a Stein characterizations for random variables in the second Wiener chaos. We provide the connection between this result and similar conclusions that can be derived…

Probability · Mathematics 2016-01-14 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

Mathematical Physics · Physics 2014-02-25 Winfried Hochstättler , Werner Kirsch , Simone Warzel

Spectral measures of Wigner matrices are investigated. The Wigner semicircle law for spectral measures is proved. Regard this as the law of large number, the central limit theorem for moments spectral measure is also derived. The proof is…

Probability · Mathematics 2016-04-25 Trinh Khanh Duy

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Probability · Mathematics 2020-04-22 Francesco Grotto , Marco Romito

We consider sequences of random variables living in a finite sum of Wiener chaoses. We find necessary and sufficient conditions for convergence in law to a target variable living in the sum of the first two Wiener chaoses. Our conditions…

Probability · Mathematics 2019-02-20 Christian Krein

Let ${F_n}$ be a sequence of random variables belonging to a finite sum of Wiener chaoses. Assume further that it converges in distribution towards $F_\infty$ satisfying ${\rm Var}(F_\infty)>0$. Our first result is a sequential version of a…

Probability · Mathematics 2012-10-08 Ivan Nourdin , Guillaume Poly

Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…

chao-dyn · Physics 2009-10-30 Arul Lakshminarayan

Using Gutzwiller's semiclassical periodic-orbit theory we demonstrate universal behaviour of the two-point correlator of the density of levels for quantum systems whose classical limit is fully chaotic. We go beyond previous work in…

Chaotic Dynamics · Physics 2009-10-13 Sebastian Müller , Stefan Heusler , Alexander Altland , Petr Braun , Fritz Haake

We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…

Probability · Mathematics 2026-02-19 Henri Elad Altman , Tom Klose , Nicolas Perkowski

Using the remarkable mathematical construct of Eugene Wigner to visualize quantum trajectories in phase space, quantum processes can be described in terms of a quasi-probability distribution analogous to the phase space probability…

Quantum Physics · Physics 2013-01-29 Frank Kirtschig , Jorrit Rijnbeek , Jeroen van den Brink , Carmine Ortix

We prove an asymptotic Cram\'er's theorem, that is, if the sequence $(X_{n}+ Y_{n})_{n\geq 1}$ converges in law to the standard normal distribution and for every $n\geq 1$ the random variables $X_{n}$ and $Y_{n}$ are independent, then…

Probability · Mathematics 2010-06-22 Ciprian Tudor

We develop a consistent perturbation theory in quantum fluctuations around the classical evolution of a system of interacting bosons. The zero order approximation gives the classical Gross-Pitaevskii equations. In the next order we recover…

Statistical Mechanics · Physics 2007-05-23 Anatoli Polkovnikov

Time-symmetric quantum mechanics can be described in the usual Weyl--Wigner--Moyal formalism (WWM) by using the properties of the Wigner distribution, and its generalization, the cross-Wigner distribution. The use of the latter makes clear…

Quantum Physics · Physics 2015-10-12 Charlyne de Gosson , Maurice de Gosson