相关论文: On Fluctuations of Matrix Entries of Regular Funct…
We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…
We study the fluctuations, as $d,n\to \infty$, of the Wishart matrix $\mathcal{W}_{n,d}= \frac{1}{d} \mathcal{X}_{n,d} \mathcal{X}_{n,d}^{T} $ associated to a $n\times d$ random matrix $\mathcal{X}_{n,d}$ with non-Gaussian entries. We…
For many classically chaotic systems it is believed that the quantum wave functions become uniformly distributed, that is the matrix elements of smooth observables tend to the phase space average of the observable. In this paper we study…
The usefulness of time-frequency analysis methods in the study of quasicrystals was pointed out in a previous paper, where we proved that a tempered distribution $\mu$ on ${\mathbb R}^d$ whose Wigner transform is a measure supported on the…
It is well-known that distances in random iid matrices are highly concentrated around their mean. In this note we extend this concentration phenomenon to Wigner matrices. Exponential bounds for the lower tail are also included.
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…
We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…
In this work we study symmetric random matrices with variance profile satisfying certain conditions. We establish the convergence of the operator norm of these matrices to the largest element of the support of the limiting empirical…
We extend inner fluctuations to spectral triples that do not fulfill the first-order condition. This involves the addition of a quadratic term to the usual linear terms. We find a semi-group of inner fluctuations, which only depends on the…
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…
In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider $N \times N$ symmetric Wigner matrices $H$ with $H_{ij} = N^{-1/2} x_{ij}$, whose upper right entries $x_{ij}$ $(1\le i< j\le N)$…
The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…
We study the Wigner function for the inflationary tensor perturbation defined in the real phase space. We compute explicitly the Wigner function including the contributions from the cubic self-interaction Hamiltonian of tensor…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a class of functions closely related to Nevanlinna-Pick functions and complete Bernstein functions. The name 'Rogers functions' is proposed for this class. Under…
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…
Wigner-positive quantum states have the peculiarity to admit a Wigner function that is a genuine probability distribution over phase space. The Shannon differential entropy of the Wigner function of such states -- called Wigner entropy for…
G. Anderson and B. Farrel showed that conjugation of constant matrices by asymptotically liberating random unitary matrices give rise to asymptotic free independence. Independent Haar-unitary random matrices and independent Haar-orthogonal…
Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…
From the classic work of Gohberg and Krein (1958), it is well known that the set of partial indices of a non-singular matrix function may change depending on the properties of the original matrix. More precisely, it was shown that if the…