Related papers: Third order moments of complex Wigner matrices
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…
We explicitly calculate the moments t_n of general Heisenberg Hamiltonians up to sixth order. They have the form of finite sums of products of two factors, the first factor being represented by a multigraph and the second factor being a…
Statistical moments of velocity gradients provide fundamental information on the small-scale properties of turbulence. In this work, we propose a systematic method to derive exact expressions for statistical moments of arbitrary order for…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…
This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…
A calculation method for higher-order moments of physical quantities, including magnetization and energy, based on the higher-order tensor renormalization group is proposed. The physical observables are represented by impurity tensors. A…
A method for computing the mixed moments of (not necessarily commutative) random vectors from the first order moments, the $q$-commutators between the annihilation and creation operators, and the $q$-commutators between the annihilation and…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…
Complex numbers appear in the Hilbert space formulation of quantum mechanics, but not in the formulation in phase space. Quantum symmetries are described by complex, unitary or antiunitary operators defining ray representations in Hilbert…
We consider the mixed-moments $\varphi(\mathbf{X}^{\epsilon_1},\ldots,\mathbf{X}^{\epsilon_k})=\lim_{N\to\infty}N^{-1}\mathbb{E}\left[\mathrm{Tr}\left(\mathbf{X}^\epsilon_1\cdots\mathbf{X}^{\epsilon_k}\right)\right]$ of complex Gaussian…
Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…
A simple recurrence relation for the even order moments of the Fabius function is proven. Also, a very similar formula for the odd order moments in terms of the even order moments is proved. The matrices corresponding to these formulas (and…
Let T be the quasi-nilpotent DT-operator. By use of Voiculescu's amalgamated R-transform we compute the moments of $(T-\lambda 1)^*(T-\lambda 1)$, where $\lambda \in \mathbb C$, and the Brown-measure of $T+\sqrt{\epsilon} Y$, where Y is a…
We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…
We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…
Single scale quantities, as anomalous dimensions and hard scattering cross sections, in renormalizable Quantum Field Theories are found to obey difference equations of finite order in Mellin space. It is often easier to calculate fixed…
In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of…
Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion or diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary Partial…