Related papers: Continuous Breuer-Major theorem for vector valued …
We explore the role of majorization theory in quantum phase space. To this purpose, we restrict ourselves to quantum states with positive Wigner functions and show that the continuous version of majorization theory provides an elegant and…
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 consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
We prove a quantitative Fourth Moment Theorem for Wigner integrals of any order with symmetric kernels, generalizing an earlier result from Kemp et al. (2012). The proof relies on free stochastic analysis and uses a new biproduct formula…
Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…
Let $ \{X_j, j\in \Z\}$ be a Gaussian stationary sequence having a spectral function $F$ of infinite type. Then for all $n$ and $z\ge 0$,$$ \P\Big\{\sup_{j=1}^n |X_j|\le z \Big\}\le \Big(\int_{-z/\sqrt{G(f)}}^{z/\sqrt{G(f)}}…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
The problem of determining a periodic Lipschitz vector field $b=(b_1, \dots, b_d)$ from an observed trajectory of the solution $(X_t: 0 \le t \le T)$ of the multi-dimensional stochastic differential equation \begin{equation*} dX_t =…
The fact that the equations of motion for matter remain invariant when a constant is added to the Lagrangian suggests postulating that the field equations of gravity should also respect this symmetry. This principle implies that: (1) the…
The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…
Gaussian Multiplicative Chaos (GMC) is informally defined as a random measure $e^{\gamma X} \mathrm{d} x$ where $X$ is Gaussian field on $\mathbb R^d$ (or an open subset of it) whose correlation function is of the form $ K(x,y)= \log…
We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…
A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…
Let $\{X_n\}_{n\ge0}$ be a $V$-geometrically ergodic Markov chain. Given some real-valued functional $F$, define $M_n(\alpha):=n^{-1}\sum_{k=1}^nF(\alpha,X_{k-1},X_k)$, $\alpha\in\mathcal{A}\subset \mathbb {R}$. Consider an $M$ estimator…
Green, Tao and Ziegler prove ``Dense Model Theorems'' of the following form: if R is a (possibly very sparse) pseudorandom subset of set X, and D is a dense subset of R, then D may be modeled by a set M whose density inside X is…
We construct a covariant and gauge-invariant theory describing massive fractons in three spacetime dimensions, based on a symmetric rank-2 tensor field. The model includes a Chern-Simons-like term that plays a dual role: it generates a…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…