Related papers: On random Fourier-Hermite transform associated wit…

Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…

This thesis consists of two parts. Part I is an introduction to Hermite processes, Hermite random fields, Fisher information and to the papers constituting the thesis. More precisely, in Section 1 we introduce Hermite processes in a…

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…

Implementing general functions of operators is a powerful tool in quantum computation. It can be used as the basis for a variety of quantum algorithms including matrix inversion, real and imaginary-time evolution, and matrix powers. Quantum…

Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…

We present a proposal of a set-up to measure the work distribution due to an arbitrary unitary process acting on the spatial transverse degrees of freedom of a light beam. Hermite-Gaussian optical modes representing a quantum harmonic…

A method for time-frequency analysis is given. The approach utilizes properties of Gaussian distribution, properties of Hermite polynomials and Fourier analysis. We begin by the definitions of a set of functions called harmonic Gaussian…

We consider the three dimensional array $\mathcal{A} = \{a_{i,j,k}\}_{1\le i,j,k \le n}$, with $a_{i,j,k} \in [0,1]$, and the two random statistics $T_{1}:= \sum_{i=1}^n \sum_{j=1}^n a_{i,j,\sigma(i)}$ and $T_{2}:= \sum_{i=1}^{n}…

Let $j\geq 3$ be any fixed integer and $f$ be a primitive holomorphic cusp form of even integral weight $\kappa\geq 2$ for the full modular group $SL(2,\mathbb{Z})$. We write $\lambda_{{\rm{sym}^j }f}(n)$ for the $n^\text{th}$ normalized…

The ordinary time-dependent perturbation theory of quantum mechanics, that describes the interaction of a stationary system with a time-dependent perturbation, predicts that the transition probabilities induced by the perturbation are…

In this paper extensions of the classical Fourier, fractional Fourier and Radon transforms to superspace are studied. Previously, a Fourier transform in superspace was already studied, but with a different kernel. In this work, the…

It has been known for over 70 years that there is an asymptotic transition of Charlier polynomials to Hermite polynomials. This transition, which is still presented in its classical form in modern reference works, is valid if and only if a…

As a generalization of the sum of digits function and other digital sequences, sequences defined as the sum of the output of a transducer are asymptotically analyzed. The input of the transducer is a random integer in $[0, N)$. Analogues in…

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

In this article, we consider a variation of the existence of Gabor frames in a probabilistic setting, in which we consider time-frequency shifts taken over random-periodic sets. We demonstrate that the method of selecting random-periodic…

Let $\{X_n= e^{2\pi i \theta_n}\}$ be a sequence of Steinhaus random variables, where $\theta_n$ are independent and uniformly distributed on $[0,1]$. We compute the almost sure Hausdorff dimension of the images and graphs of the random…

Permutation tests are among the simplest and most widely used statistical tools. Their p-values can be computed by a straightforward sampling of permutations. However, this way of computing p-values is often so slow that it is replaced by…

A Las Vegas randomized algorithm is given to compute the Hermite normal form of a nonsingular integer matrix $A$ of dimension $n$. The algorithm uses quadratic integer multiplication and cubic matrix multiplication and has running time…

Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…