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We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…

Probability · Mathematics 2022-02-01 Yosuke Kawamoto , Hirofumi Osada

We determine the quasinormal frequencies for all gravitational perturbations of the d-dimensional Schwarzschild black hole, in the infinite damping limit. Using the potentials for gravitational perturbations derived recently by Ishibashi…

High Energy Physics - Theory · Physics 2009-11-10 Danny Birmingham

We investigate generalizations of the Cram\'er theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts…

Operator Algebras · Mathematics 2014-09-05 Solesne Bourguin , Jean-Christophe Breton

In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…

Mathematical Physics · Physics 2020-11-17 Santosh Kumar , S. Sai Charan

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

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Probability · Mathematics 2025-11-18 Mihai Nica , Janosch Ortmann

In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS structure, in asymptotic settings where the number of predictors,…

Statistics Theory · Mathematics 2022-05-17 Saulius Jokubaitis , Remigijus Leipus

We show that an asymptotic property of the determinants of certain matrices whose entries are finite sums of cotangents with rational arguments is equivalent to the GRH for odd Dirichlet characters. This is then connected to the existence…

Number Theory · Mathematics 2019-03-25 John Lewis , Don Zagier

Spherical representations and functions are the building blocks for harmonic analysis on riemannian symmetric spaces. In this paper we consider spherical functions and spherical representations related to certain infinite dimensional…

Representation Theory · Mathematics 2012-11-12 Matthew Dawson , Gestur Olafsson , Joseph A. Wolf

Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…

Probability · Mathematics 2007-05-23 Denes Petz , Julia Reffy

We introduce a measure of average dimensionality (or coherence) for high-dimensional quantum devices. This includes sets of quantum measurements, steering assemblages, and quantum channels. For measurements and channels, our measure…

Quantum Physics · Physics 2023-06-22 Thomas Cope , Roope Uola

We investigate asymptotic symmetries in flat backgrounds of dimension higher than or equal to four. For spin two we provide the counterpart of the extended BMS transformations found by Campiglia and Laddha in four-dimensional Minkowski…

High Energy Physics - Theory · Physics 2021-02-03 Andrea Campoleoni , Dario Francia , Carlo Heissenberg

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…

Disordered Systems and Neural Networks · Physics 2015-06-25 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

One dimensional quantum mechanics problems, namely the infinite potential well, the harmonic oscillator, the free particle, the Dirac delta potential, the finite well and the finite barrier are generalized for finite arbitrary dimension in…

Quantum Physics · Physics 2021-01-12 Sergio Giardino

We open a new perspective on the sup-norm problem and propose a version for non-spherical Maass forms when the maximal compact K is non-abelian and the dimension of the K-type gets large. We solve this problem for an arithmetic quotient of…

Number Theory · Mathematics 2024-11-18 Valentin Blomer , Gergely Harcos , Péter Maga , Djordje Milićević

Generalized symmetries of the Einstein equations are infinitesimal transformations of the spacetime metric that formally map solutions of the Einstein equations to other solutions. The infinitesimal generators of these symmetries are…

General Relativity and Quantum Cosmology · Physics 2009-10-22 C. G. Torre , I. M. Anderson

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the spike magnitude of leading eigenvalues, sample size, and dimensionality. This…

Statistics Theory · Mathematics 2015-09-15 Jianqing Fan , Weichen Wang

In this paper, we investigate the asymptotic spectrum of complex or real Deformed Wigner matrices $(M_N)_N$ defined by $M_N=W_N/\sqrt{N}+A_N$ where $W_N$ is an $N\times N$ Hermitian (resp., symmetric) Wigner matrix whose entries have a…

Probability · Mathematics 2011-02-24 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral