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Related papers: Regularity of distributions of Wigner integrals

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"Arithmetic random waves" are the Gaussian Laplace eigenfunctions on the two-dimensional torus (Rudnick and Wigman (2008), Krishnapur, Kurlberg and Wigman (2013)). In this paper we find that their nodal length converges to a non-universal…

Mathematical Physics · Physics 2017-12-20 Domenico Marinucci , Giovanni Peccati , Maurizia Rossi , Igor Wigman

The manner in which unpredictable chaotic dynamics manifests itself in quantum mechanics is a key question in the field of quantum chaos. Indeed, very distinct quantum features can appear due to underlying classical nonlinear dynamics. Here…

Quantum Physics · Physics 2014-03-07 G. B. Lemos , R. M. Gomes , S. P. Walborn , P. H. Souto Ribeiro , F. Toscano

In this paper, we provide new results about the free Malliavin calculus on the Wigner space first developed in the breakthrough work of Biane and Speicher. We define in this way the higher-order Malliavin derivatives, and we study their…

Probability · Mathematics 2023-03-24 Charles-Philippe Diez

The integration of operator kernels with the Wigner distribution, first conceptualized by E. Wigner in 1932 and later extended by L. Cohen and others, has opened new avenues in time-frequency analysis and operator calculus. Despite…

Functional Analysis · Mathematics 2024-12-04 Elena Cordero , Gianluca Giacchi , Luigi Rodino

In this paper we obtain some new Strichartz estimates for the wave propagator $e^{it\sqrt{-\Delta}}$ in the context of Wiener amalgam spaces. While it is well understood for the Schr\"odinger case, nothing is known about the wave…

Analysis of PDEs · Mathematics 2021-06-07 Seongyeon Kim , Youngwoo Koh , Ihyeok Seo

We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt random vectors are nondegenerate in the Malliavin sense. As…

Probability · Mathematics 2025-11-14 Laurent Loosveldt , Yassine Nachit , Ivan Nourdin , Ciprian Tudor

We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…

Probability · Mathematics 2025-06-02 Lorenzo Cristofaro , Giovanni Peccati

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 define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space $D^{1,2}$ of random variables with a square-integrable Malliavin derivative, we let $Gamma_{F,G}=$ where $D$ is the Malliavin…

Probability · Mathematics 2013-06-12 Ivan Nourdin , Giovanni Peccati , Frederi Viens

We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued…

Probability · Mathematics 2022-11-15 Charles-Philippe Diez

This paper discusses some infinite trigonometric products which are characteristic functions of simple random walks on the real line; in fact, these define "random Riemann-$\zeta$ functions," a notion which is explained. The concept of…

Classical Analysis and ODEs · Mathematics 2017-08-29 Leif Albert , Michael K. -H. Kiessling

The Wigner's theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931.…

Operator Algebras · Mathematics 2018-02-27 Wenhua Qian , Liguang Wang , Wenming Wu , Wei Yuan

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

Probability · Mathematics 2023-07-26 Paolo Grazieschi , Konstantin Matetski , Hendrik Weber

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

Probability · Mathematics 2019-07-30 Wooyoung Chin

We provide the probability distribution function of matrix elements each of which is the inner product of two vectors. The vectors we are considering here are independently distributed but not necessarily Gaussian variables. When the number…

Statistical Mechanics · Physics 2015-06-24 Yi-Kuo Yu , Yi-Cheng Zhang

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

Mathematical Physics · Physics 2021-10-29 Leonardo Santilli , Miguel Tierz

The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…

Disordered Systems and Neural Networks · Physics 2020-08-05 Wen-Jia Rao

We prove that an adequately rescaled sequence $\{F_n\}$ of self-adjoint operators, living inside a fixed free Wigner chaos of even order, converges in distribution to a centered free Poisson random variable with rate $\lambda>0$ if and only…

Probability · Mathematics 2013-07-26 Ivan Nourdin , Giovanni Peccati

A technique to study collisionless dynamics of a homogeneous superconducting system is developed, which is based on Riccati parametrization of Wigner distribution function. The quantum evolution of the superconductiung order parameter,…

Superconductivity · Physics 2009-11-10 M. H. S. Amin , E. V. Bezuglyi , A. S. Kijko , A. N. Omelyanchouk

In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the "Fourth Moment Theorem" in the sequel) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence…

Probability · Mathematics 2012-06-29 Ivan Nourdin