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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…

Mathematical Physics · Physics 2018-12-26 J. P. Bouchaud , M. Potters

We address the problem of testing hypotheses about a specific value of the Fr\'echet mean in metric spaces, extending classical mean testing from Euclidean spaces to more general settings. We extend an Euclidean testing procedure…

Methodology · Statistics 2025-01-28 Matthieu Bulté , Helle Sørensen

For correlated real symmetric or complex Hermitian random matrices, we prove that the local eigenvalue statistics at any cusp singularity are universal. Since the density of states typically exhibits only square root edge or cubic root cusp…

Probability · Mathematics 2024-11-05 László Erdős , Joscha Henheik , Volodymyr Riabov

We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum…

Differential Geometry · Mathematics 2009-09-07 Leandro G. Gomes

We prove quantitative estimates for flows of vector fields subject to anisotropic regularity conditions: some derivatives of some components are (singular integrals of) measures, while the remaining derivatives are (singular integrals of)…

Analysis of PDEs · Mathematics 2014-12-09 Anna Bohun , Francois Bouchut , Gianluca Crippa

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…

Probability · Mathematics 2015-05-13 Terence Tao , Van Vu

We provide a general It\=o\,-Wentzell formula for a random field of maps on the Wasserstein space of probability measures, defined by continuous semimartingales, and evaluated along the flow of conditional distributions of another…

Probability · Mathematics 2025-11-21 Assil Fadle , Mehdi Talbi , Nizar Touzi

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…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We consider the equations for the coefficients of stationary rotating axisymmetric metrics governed by the Einstein-Euler equations, that is, the Einstein equations together with the energy-momentum tensor of a barotropic perfect fluid.…

Analysis of PDEs · Mathematics 2020-09-30 Tetu Makino

The aim of this paper is to provide a novel proof for the Local Semicircle Law for the Wigner ensemble. The core of the proof is the intensive use of the algebraic structure that arises, i.e. resolvent expansions and resolvent identities.…

Probability · Mathematics 2018-08-23 Vlad Margarint

The condition for pressure isotropy is reduced to a recurrence equation with variable, rational coefficients of order three. We prove that this difference equation can be solved in general. Consequently we can find an exact solution to the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 A. J. John , S. D. Maharaj

We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier…

Probability · Mathematics 2024-12-18 Giorgio Cipolloni , László Erdős , Joscha Henheik

We study the eigenvectors of generalized Wigner matrices with subexponential entries and prove that they delocalize at the optimal rate with overwhelming probability. We also prove high probability delocalization bounds with sharp…

Probability · Mathematics 2021-09-10 Lucas Benigni , Patrick Lopatto

In this paper, we relate the framework of mod-$\phi$ convergence to the construction of approximation schemes for lattice-distributed random variables. The point of view taken here is that of Fourier analysis in the Wiener algebra, allowing…

Probability · Mathematics 2020-07-06 Reda Chhaibi , Freddy Delbaen , Pierre-Loïc Méliot , Ashkan Nikeghbali

We consider Hermitian random matrices of the form $H = W + \lambda V$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $\lambda…

Probability · Mathematics 2013-09-17 Ji Oon Lee , Kevin Schnelli

An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…

Mathematical Physics · Physics 2007-05-23 Paulo R. S. Mendonca , Rahul Bhotika , James V. Miller

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the…

Mathematical Physics · Physics 2009-11-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

This thesis provides an explicit, general trace formula for the Hecke and Casimir eigenvalues of GL(2)-automorphic representations over a global field. In special cases, we obtain Selberg's original trace formula. Computations for the…

Number Theory · Mathematics 2012-12-19 Marc Palm

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

Probability · Mathematics 2018-03-01 Oskari Ajanki , Laszlo Erdos , Torben Krüger

We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…

Probability · Mathematics 2023-05-16 Lucas Benigni , Patrick Lopatto
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