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We establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. These expectations turn out to be the generating series of certain paths in the…

Probability · Mathematics 2008-01-15 Thierry Lévy

Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…

Statistics Theory · Mathematics 2020-03-09 Robert Yuen , Stilian Stoev , Dan Cooley

We consider the sequence of the hyperspheres $M_{n,r}$ i.e. the homogeneous transitive spaces - of the Cartan subgroup $SDiag(n,\Bbb R)$ of the group $SL(n,\Bbb R), n=1 ...$, and studied the normalized limit of the corresponding sequence of…

Mathematical Physics · Physics 2008-04-17 A. Vershik

We introduce a novel application of the Hartmann sensor, traditionally designed for wavefront sensing, to measure the coherence properties of optical signals. By drawing an analogy between the coherence matrix and the density matrix of a…

Quantum Physics · Physics 2025-04-04 M. Vitek , M. Peterek , D. Koutny , M. Paur , L. Motka , B. Stoklasa , J. Rehacek , Z. Hradil , L. L. Sanchez-Soto

In this paper, we establish an exponential inequality for U-statistics of i.i.d. data, varying kernel and taking values in a separable Hilbert space. The bound are expressed as a sum of an exponential term plus an other one involving the…

Probability · Mathematics 2024-09-19 Davide Giraudo

We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…

Probability · Mathematics 2009-01-14 Karl-Theodor Sturm

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…

Probability · Mathematics 2007-06-13 Włodzimierz Bryc , Amir Dembo , Tiefeng Jiang

Hyperuniformity characterizes a state of matter for which density fluctuations diminish towards zero at the largest length scales. However, the task of determining whether or not an experimental system is hyperuniform is experimentally…

Soft Condensed Matter · Physics 2015-06-22 Remi Dreyfus , Ye Xu , Tim Still , Lawrence A. Hough , A. G. Yodh , Salvatore Torquato

We develop a thermodynamic formalism for a strongly dissipative H\'enon-like map at the first bifurcation parameter at which the uniform hyperbolicity is destroyed by the formation of tangencies inside the limit set. For any $t\in\mathbb R$…

Dynamical Systems · Mathematics 2016-03-03 Hiroki Takahasi

In this paper we study heat kernels associated to a Carnot group $G$, endowed with a family of collapsing left-invariant Riemannian metrics $\sigma_\e$ which converge in the Gromov-Hausdorff sense to a sub-Riemannian structure on $G$ as…

Analysis of PDEs · Mathematics 2013-07-22 Luca Capogna , Giovanna Citti , Maria Manfredini

We study the Hilbert-Schmidt measure on the manifold of mixed Gaussian states in multi mode continuous variable quantum systems. An analytical expression for the Hilbert-Schmidt volume element is derived. Its corresponding probability…

Quantum Physics · Physics 2015-03-10 Valentin Link , Walter T. Strunz

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Probability · Mathematics 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We consider homogeneous hypercomplex manifolds with a transitive action of a compact Lie group and we give a characterization of invariant HKT metrics on them. On every such hypercomplex manifold we prove the existence of an invariant…

Differential Geometry · Mathematics 2026-04-27 Lucio Bedulli , Lorenzo Marcocci

Many contemporary statistical learning methods assume a Euclidean feature space. This paper presents a method for defining similarity based on hyperspherical geometry and shows that it often improves the performance of support vector…

Machine Learning · Statistics 2018-08-07 Chenchao Zhao , Jun S. Song

Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…

Statistics Theory · Mathematics 2022-07-08 Andreas Maurer

Interferometric methods have been recently investigated to achieve sub-Rayleigh imaging and precision measurements of faint incoherent sources up to the ultimate quantum limit. Here we consider single-photon imaging of two point-like…

Quantum Physics · Physics 2024-02-28 Luigi Santamaria Amato , Fabrizio Sgobba , Cosmo Lupo

Rudnick recently proved that the spectral number variance for the Laplacian of a large compact hyperbolic surface converges, in a certain scaling limit and when averaged with respect to the Weil-Petersson measure on moduli space, to the…

Spectral Theory · Mathematics 2024-10-07 Jens Marklof , Laura Monk

We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…

Probability · Mathematics 2012-02-14 David Applebaum

The heat kernel expansion is a very convenient tool for studying one-loop divergences, anomalies and various asymptotics of the effective action. The aim of this report is to collect useful information on the heat kernel coefficients…

High Energy Physics - Theory · Physics 2008-11-26 D. V. Vassilevich

Bargmann invariants, a class of gauge-invariant quantities arising from the overlaps of quantum state vectors, provide a profound and unifying framework for understanding the geometric structure of quantum mechanics. This survey offers a…

Quantum Physics · Physics 2026-01-06 Lin Zhang , Bing Xie