Related papers: High order chaotic limits of wavelet scalograms un…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
While ridges in the scalogram, determined by the squared modulus of analytic wavelet transform (AWT), is a widely accepted concept and utilized in nonstationary time series analysis, their behavior in noisy environments remains…
The calculation of massive 2--loop operator matrix elements, required for the higher order Wilson coefficients for heavy flavor production in deeply inelastic scattering, leads to new types of multiple infinite sums over harmonic sums and…
We consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) $N\times N$ hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source term. The rank $r$ of the perturbation corresponds to the…
A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…
The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian stationary processes, having multiple singular spectra, is derived, under very general conditions on the weight function. This…
The subject of this work is the multivariate generalization of the theory of multiple Wiener--It\^o integrals. In the scalar valued case this theory was described in paper\cite{11}. Our proofs apply the technique of this work, but in the…
For N-mode light described by the Wigner function of generic Gaussian form the photon distribution function is obtained explicitly and expressed in terms of Hermite polynomial of $2N$ variables with equal pairs of indices.The mean values…
We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this…
We study the zeroes of a family of random holomorphic functions on the unit disc, distinguished by their invariance with respect to the hyperbolic geometry. Our main finding is a transition in the limiting behaviour of the number of zeroes…
The Wegner orbital model is a class of random operators introduced by Wegner to model the motion of a quantum particle with many internal degrees of freedom (orbitals) in a disordered medium. We consider the case when the matrix potential…
The Helmholtz equation with variable wavenumbers is challenging to solve numerically due to the pollution effect, which often results in a huge ill-conditioned linear system. In this paper, we present a high-order wavelet Galerkin method to…
In this paper we define the parametric Korteweg-de Vries hierarchy that depends on an infinite set of graded parameters $a = (a_4,a_6,\dots)$. We show that, for any genus $g$, the Klein hyperelliptic function $\wp_{1,1}(t,\lambda)$ defined…
Let $\boldsymbol{X}(t)=(X_1(t),\ldots,X_d(t)), t\in [0,S]$ be a Gaussian vector process and let $g(\boldsymbol{x}),\boldsymbol{x}\in\mathbb{R}^d$ be a continuous homogeneous function. In this paper we are concerned with the exact tail…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
Higher (2nd)-order Wigner distribution function in quantum phase space for entangled bi-modal coherent states, a representative of higher (2nd)-order optical-polarization, is introduced by generalizing kernel (transiting) operator in…
We analyze {\em the Rosenblatt process} which is a selfsimilar process with stationary increments and which appears as limit in the so-called {\em Non Central Limit Theorem} (Dobrushin and Major (1979), Taqqu (1979)). This process is…
We study the asymptotic behavior of the Schr\"odinger equation in the presence of a nonlinearity of Hartree type in the semi-classical regime. Our scaling corresponds to a weakly nonlinear regime where the nonlinearity affects the leading…