Related papers: Multidimensional Free Poisson Limits on Free Stoch…
We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.
We study the rate of convergence of Wilkinson's shift iteration acting on Jacobi matrices with simple spectrum. We show that for AP-free spectra (i.e., simple spectra containing no arithmetic progression with 3 terms), convergence is cubic.…
We show how to reduce free independence to tensor independence in the strong sense. We construct a suitable unital *-algebra of closed operators `affiliated' with a given unital *-algebra and call the associated closure `monotone'. Then we…
We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…
Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random…
We show that the uniqueness thresholds for Poisson-Voronoi percolation in symmetric spaces of connected higher rank semisimple Lie groups with property (T) converge to zero in the low-intensity limit. This phenomenon is fundamentally…
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…
This work is concerned with kinetic equations with velocity of constant magnitude. We propose a quadrature method of moments based on the Poisson kernel, called Poisson-EQMOM. The derived moment closure systems are well defined for all…
To every Poisson algebraic variety X over an algebraically closed field of characteristic zero, we canonically attach a right D-module M(X) on X. If X is affine, solutions of M(X) in the space of algebraic distributions on X are Poisson…
We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Poisson limit theorem for the resulting Plancherel growth…
This paper concerns the convergence of empirical measures in high dimensions. We propose a new class of probability metrics and show that under such metrics, the convergence is free of the curse of dimensionality (CoD). Such a feature is…
Poisson thinning is an elementary result in probability, which is of great importance in the theory of Poisson point processes. In this article, we record a couple of characterization results on Poisson thinning. We also consider several…
Consider a set of $n$ vertices, where each vertex has a location in $\mathbb{R}^d$ that is sampled uniformly from the unit cube in $\mathbb{R}^d$, and a weight associated to it. Construct a random graph by placing edges independently for…
We find that the recently developed kinetic theories with spin for massive and massless fermions are smoothly connected. By introducing a reference-frame vector, we decompose the dipole-moment tensor into electric and magnetic dipole…
We introduce a technique to automatically convert local boundary conditions into nonlocal volume constraints for nonlocal Poisson's and peridynamic models. The proposed strategy is based on the approximation of nonlocal Dirichlet or Neumann…
The stochastic $\phi^4$-theory in $d-$dimensions dynamically develops domain wall structures within which the order parameter is not continuous. We develop a statistical theory for the $\phi^4$-theory driven with a random forcing which is…
Open quantum systems have complex energy eigenvalues which are expected to follow non-Hermitian random matrix statistics when chaotic, or 2-dimensional (2d) Poisson statistics when integrable. We investigate the spectral properties of a…
Realizations of algebras in terms of canonical or bosonic variables can often be used to simplify calculations and to exhibit underlying properties. There is a long history of using such methods in order to study symmetry groups related to…
We study the question under which conditions the zero set of a (cross-) Wigner distribution W (f, g) or a short-time Fourier transform is empty. This is the case when both f and g are generalized Gaussians, but we will construct less…
We consider about calculating $M$th moments of a given polynomial in free independent semicircular elements in free probability theory. By a naive approach, this calculation requires exponential time with respect to $M$. We explicitly give…