论 Cauchy 分布在谱问题中的普遍性
数学物理
2017-09-12 v2 math.MP
概率论
摘要
我们考虑属于 Herglotz-Pick (HP) 类(将上半平面映射到自身的解析映射类)的随机函数在实点处取值的分布。结果表明,在温和的平稳性假设下,具有奇异谱的 HP 函数的个体值具有 Cauchy 型分布。该结论适用于随机算子的对角矩阵元,且无论是否存在能级排斥均成立,即同时适用于随机矩阵谱和 Poisson 型谱。
引用
@article{arxiv.1312.7769,
title = {On the ubiquity of the Cauchy distribution in spectral problems},
author = {Michael Aizenman and Simone Warzel},
journal= {arXiv preprint arXiv:1312.7769},
year = {2017}
}
备注
Slightly revised version: presentation was made more explicit in places, and additional references were provided