相关论文: Regularity of distributions of Wigner integrals

Wigner distribution function has much importance in quantum statistical mechanics. It finds applications in various disciplines of physics including condense matter, quantum optics, to name but a few. Wigner distribution function is…

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…

We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…

We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that…

The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

We consider the problem of generating pseudo-random matrices based on the similarity of their spectra to Wigner's semicircular law. We introduce the notion of an r-independent pseudo-Wigner matrix ensemble and prove closeness of the spectra…

Wigner's particle classification provides for "continuous spin" representations of the Poincar\'e group, corresponding to a class of (as yet unobserved) massless particles. Rather than building their induced realizations by use of "Wigner…

A new class of random quantum--dynamical systems in continuous space is introduced and studied in some detail. Each member of the class is characterized by a Hamiltonian which is the sum of two parts. While one part is deterministic,…

Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…

Inspired by recent work of Alberts, Khanin and Quastel, we formulate general conditions ensuring that a sequence of multi-linear polynomials of independent random variables (called polynomial chaos expansions) converges to a limiting random…

In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a…

Borwein integrals are one of the most popularly known phenomena in contemporary mathematics. They were found in 2001 by David Borwein and Jonathan Borwein and consist of a simple family of integrals involving the cardinal sine function…

The original Riemann-Hilbert problem asks to find a Fuchsian ordinary differential equation with prescribed singularities and monodromy in the complex line. In the early 1980's Kashiwara solved a generalized version of the problem, valid on…

In 2005, Nualart and Peccati showed that, surprisingly, the convergence in distribution of a normalized sequence of multiple Wiener-It\^o integrals towards a standard Gaussian law is equivalent to convergence of just the fourth moment to 3.…

Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…

We propose a generalization of the quantum entropy introduced by Wigner and von Neumann in 1929 [Zeitschrift f\"ur Physik 57, 30 (1929)]. Our generalization is applicable to both quantum pure states and mixed states. When the dimension $N$…

We derive the joint asymptotic distribution of the outlier eigenvalues of an additively deformed Wigner matrix $H$. Our only assumptions on the deformation are that its rank be fixed and its norm bounded. Our results extend those of [The…

Wiener's criterion for the regularity of a boundary point with respect to the Dirichlet problem for the Laplace equation has been extended to various classes of elliptic and parabolic partial differential equations. They include linear…