Related papers: Regularity of distributions of Wigner integrals
We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…
We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…
In this paper, we prove the Fourth Moment Theorem for sequences of (noncommutative) random variables given as sums of two stochastic integrals in two different parity orders of chaos, both in the free Wigner chaos setting and a $q$-Gaussian…
Consider $F$ an element of the second Wiener chaos with variance one. In full generality, we show that, for every integer $p\ge 1$, there exists $\eta_p>0$ such that if $\kappa_4(F)<\eta_p$ then the Malliavin derivative of $F$ admits a…
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…
We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\mathbb{R}^m$-valued chaotic process given by multiple…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
We present the path-integral solutions to the distributions in classical (Gibbs) and quantum (Wigner) statistical mechanics. The kernel of the distributions are derived in two ways - one by time slicing and defining the appropriate…
The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…
We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint convergence. This result extends to the free probability setting…
Consider a generic random element $F_\infty= \sum_{\text{finite}} \lambda_k (N^2_k -1)$ in the second Wiener chaos with a finite number of non-zero coefficients in the spectral representation where $(N_k)_{k \ge 1}$ is a sequence of i.i.d…
A well-known problem in Malliavin calculus concerns the relation between the determinant of the Malliavin matrix of a random vector and the determinant of its covariance matrix. We give an explicit relation between these two determinants…
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…
In this note, we prove a multidimensional counterpart of the central limit theorem on the free Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of convergence toward the semicircular distribution on the…
In this work, we establish conditions ensuring convergence in distribution of a sequence admitting a Wiener-It\^o chaos representation to a nondegenerate Gaussian measure on a separable Hilbert space. Our first main result shows that,…
Metaplectic Wigner distributions were recently investigated as natural generalizations of the classical Wigner distribution, and provide a wide class of time-frequency representations that exploits the structure of the symplectic group.…
We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…