Related papers: Multidimensional Free Poisson Limits on Free Stoch…
Moments are expectation values of products of powers of position and momentum, taken over quantum states (or averages over a set of classical particles). For free particles, the evolution in the quantum case is closely related to that of a…
We recently obtained the conditions on the couplings of the general two-dimensional massive sigma-model required by (p,q)-supersymmetry. Here we compute the Poisson bracket algebra of the supersymmetry and central Noether charges, and show…
We present polynomial Poisson algebras for the 8 classical potentials in two-dimensional Euclidian space that separate in cartesian coordinates and allow a third order integral of motion. Some of the classical superintegrale potentials do…
A large class of supersymmetric quantum field theories, including all theories with $\mathcal{N} = 2$ supersymmetry in three dimensions and theories with $\mathcal{N} = 2$ supersymmetry in four dimensions, possess topological-holomorphic…
We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…
Long-range dependence in time series may yield non-central limit theorems. We show that there are analogous time series in free probability with limits represented by multiple Wigner integrals, where Hermite processes are replaced by…
In this paper we introduce two classes of Poisson brackets on algebras (or on sheaves of algebras). We call them locally free and nonsingular Poisson brackets. Using the Fedosov's method we prove that any locally free nonsingular Poisson…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…
We consider the Hamiltonian structure of reduced fluid models obtained from a kinetic description of collisionless plasmas by Vlasov-Maxwell equations. We investigate the possibility of finding Poisson subalgebras associated with fluid…
We explore negative dependence and stochastic orderings, showing that if an integer-valued random variable $W$ satisfies a certain negative dependence assumption, then $W$ is smaller (in the convex sense) than a Poisson variable of equal…
We formulate Yang-Mills theory in terms of the large-N limit, viewed as a classical limit, of gauge-invariant dynamical variables, which are closely related to Wilson loops, via deformation quantization. We obtain a Poisson algebra of these…
Motivated by a conjecture that doubled four-dimensional Chern-Simons produces new integrable models, we perform its Hamiltonian analysis and find the theory's Poisson algebra. This requires carefully accounting for a set of boundary…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
In this paper, we study the invariant theory of quadratic Poisson algebras. Let G be a finite group of the graded Poisson automorphisms of a quadratic Poisson algebra A. When the Poisson bracket of A is skew-symmetric, a Poisson version of…
Using a new class of exactly solvable models based on the pairing interaction, we show that it is possible to construct integrable Hamiltonians with a Wigner distribution of nearest neighbor level spacings. However, these Hamiltonians…
We study mixtures of free, monotone, and Boolean independence described by a directed graph $G = (V,E)$ in the context of $\mathcal{T}$-free convolutions of Jekel and Liu. We prove general limit theorems for the associated additive…
The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
Let P be a free Poisson algebra in two variables over a field of characteristic zero. We prove that the automorphisms of P are tame and that the locally nilpotent derivations of P are triangulable.