Related papers: Some estimates for generalized Wigner matrix linea…
We have studied statistical properties of the values of the Wigner function W(x) of 1D quantum maps on compact 2D phase space of finite area V. For this purpose we have defined a Wigner function probability distribution P(w) = (1/V) int…
In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…
Modern deep learning has revealed a surprising statistical phenomenon known as benign overfitting, with high-dimensional linear regression being a prominent example. This paper contributes to ongoing research on the ordinary least squares…
We formulate and derive a generalization of an orthogonal rational-function basis for spectral expansions over the infinite or semi-infinite interval. The original functions, first presented by Wiener are a mapping and weighting of the…
In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.
In this paper, a general class of regularized $M$-estimators of scatter matrix are proposed which are suitable also for low or insufficient sample support (small $n$ and large $p$) problems. The considered class constitutes a natural…
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…
Within the framework of the probability representation of quantum mechanics, we study a superposition of generic Gaussian states associated to symmetries of a regular polygon of n sides; in other words, the cyclic groups (containing the…
In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type…
In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments. More precisely, the process we study here corresponds to…
The Wigner distribution is a milestone of Time-frequency Analysis. In order to cope with its drawbacks while preserving the desirable features that made it so popular, several kind of modifications have been proposed. This contributions…
Smoothed Wigner transforms have been used in signal processing, as a regularized version of the Wigner transform, and have been proposed as an alternative to it in the homogenization and / or semiclassical limits of wave equations. We…
The Wigner phase-space distribution function provides the basis for Moyal's deformation quantization alternative to the more conventional Hilbert space and path integral quantizations. General features of time-independent Wigner functions…
This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…
Given a finite regular graph G=(V,E) and a metric space (X,d_X), let $gamma_+(G,X) denote the smallest constant $\gamma_+>0$ such that for all f,g:V\to X we have: \frac{1}{|V|^2}\sum_{x,y\in V} d_X(f(x),g(y))^2\le \frac{\gamma_+}{|E|}…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
We study the phase-space concentration of the so-called generalized metaplectic operators whose main examples are Schr\"odinger equations with bounded perturbations. To reach this goal, we perform a so-called $\mathcal{A}$-Wigner analysis…
In this paper, we introduce the \textbf{G}eneralized \textbf{L}inear \textbf{S}pectral \textbf{S}tatistics (GLSS) of a high-dimensional sample covariance matrix $\bm{S}_n$, denoted as $\operatorname{tr}f(\bm{S}_n)\bm{B}_n$, which…
The statistical analysis of covariance matrices occurs in many important applications, e.g. in diffusion tensor imaging and longitudinal data analysis. We consider the situation where it is of interest to estimate an average covariance…