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In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spiked eigenvalues may be either bounded or diverge to infinity.…

Statistics Theory · Mathematics 2025-10-07 Zhijun Liu , Jiang Hu , Zhidong Bai , Zhihui Lv

We construct the coherent states and Schr\"odinger cat states associated with new types of ladder operators for a particular case of a rationally extended harmonic oscillator involving type III Hermite exceptional orthogonal polynomials. In…

Mathematical Physics · Physics 2018-02-06 Scott E. Hoffmann , Véronique Hussin , Ian Marquette , Yao-Zhong Zhang

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

Probability · Mathematics 2011-04-22 Alexander Bulinski

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…

Probability · Mathematics 2010-11-08 Magda Peligrad , Wei Biao Wu

We demonstrate how large classes of discrete and continuous statistical distributions can be incorporated into coherent states, using the concept of a reproducing kernel Hilbert space. Each family of coherent states is shown to contain, in…

Mathematical Physics · Physics 2009-11-13 S. Twareque Ali , J. -P. Gazeau , B. Heller

Gravitationally collapsed objects are known to be biased tracers of an underlying density contrast. Using symmetry arguments, generalised biasing schemes have recently been developed to relate the halo density contrast $\delta_h$ with the…

Cosmology and Nongalactic Astrophysics · Physics 2018-02-14 Dipak Munshi

We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…

Probability · Mathematics 2024-06-07 Ran Xie , Iain Johnstone

The spatial Fourier spectrum of the electron density distribution in a finite 1D system and the distribution function of electrons over single-particle states are studied in detail to show that there are two universal features in their…

Strongly Correlated Electrons · Physics 2019-08-09 Yasha Gindikin , Vladimir A. Sablikov

Classical surfaces in phase space correspond to quantum states in Hilbert space. Subsystems specify factor spaces of the Hilbert space. An entangled state corresponds semiclassically to a surface that cannot be decomposed into a product of…

Quantum Physics · Physics 2007-05-23 A. M. Ozorio de Almeida

High-dimensional sample correlation matrices are a crucial class of random matrices in multivariate statistical analysis. The central limit theorem (CLT) provides a theoretical foundation for statistical inference. In this paper, assuming…

Statistics Theory · Mathematics 2024-08-30 Weijiang Chen , Shurong Zheng , Tingting Zou

We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…

Econometrics · Economics 2026-02-03 Bruce E. Hansen , Seojeong Lee

We study the asymptotic behaviour of a finite network of oscillators (harmonic or anharmonic) coupled to a number of deterministic Lagrangian thermostats of finite energy. In particular, we consider a chain of oscillators interacting with…

Mathematical Physics · Physics 2018-07-04 Andrey V. Dymov

This paper examines chains of $N$ coupled harmonic oscillators. In isolation, the $j$th oscillator ($1\leq j\leq N$) has the natural frequency $\omega_j$ and is described by the Hamiltonian $\frac{1}{2}p_j^2+\frac{1}{2}\omega_j^2x_j^2$. The…

Quantum Physics · Physics 2015-06-10 Alireza Beygi , S. P. Klevansky , Carl M. Bender

Let $\mathbf{A}=\frac{1}{\sqrt{np}}(\mathbf{X}^T\mathbf{X}-p\mathbf {I}_n)$ where $\mathbf{X}$ is a $p\times n$ matrix, consisting of independent and identically distributed (i.i.d.) real random variables $X_{ij}$ with mean zero and…

Statistics Theory · Mathematics 2015-06-02 Binbin Chen , Guangming Pan

We consider a population of globally coupled oscillators in which phase shifts in the coupling are random. We show that in the maximally disordered case, where the pairwise shifts are i.i.d. random variables, the dynamics of a large…

Adaptation and Self-Organizing Systems · Physics 2024-07-19 Lev A. Smirnov , Arkady Pikovsky

A coupled phase-oscillator model consists of phase-oscillators, each of which has the natural frequency obeying a probability distribution and couples with other oscillators through a given periodic coupling function. This type of model is…

Adaptation and Self-Organizing Systems · Physics 2020-12-16 Ryosuke Yoneda , Kenji Harada , Yoshiyuki Y. Yamaguchi

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…

Statistics Theory · Mathematics 2015-06-18 Damien Passemier , Matthew R. Mckay , Yang Chen

We demonstrate that superpositions of coherent and displaced Fock states, also referred to as generalized Schr\"odinger cats cats, can be created by application of a nonlinear displacement operator which is a deformed version of the Glauber…

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

Probability · Mathematics 2026-01-09 Axel Péneau

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

Functional Analysis · Mathematics 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala
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