相关论文: Regularity of distributions of Wigner integrals

We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…

We describe some highlights in the theory of chaos, that started with Poincare (1899). Generic systems have both ordered and chaotic domains. Chaos appears mainly near un- stable periodic orbits. Large chaotic domains are due to resonance…

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

Given a choice of an ordered, orthonormal basis for a $D$-dimensional Hilbert space, one can define a discrete version of the Wigner function -- a quasi-probability distribution which represents any quantum state as a real, normalized…

The Wigner distribution is a milestone of Time-frequency Analysis. In order to cope with its drawbacks while preserving the desirable features that made it so popular, several kind of modifications have been proposed. This contributions…

We discuss the Kirillov method for massless Wigner particles, usually (mis)named "continuous spin" or "infinite spin" particles. These appear in Wigner's classification of the unitary representations of the Poincar\'e group, labelled by…

Fractal groups (also called self-similar groups) is the class of groups discovered by the first author in the 80-s of the last century with the purpose to solve some famous problems in mathematics, including the question raising to von…

We prove a new type of Poincar\'e inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized…

We resolve a long-standing riddle in quantum chaos, posed by certain fully chaotic billiards with constant negative curvature whose periodic orbits are highly degenerate in length. Depending on the boundary conditions for the quantum wave…

We calculate the joint probability distribution of the Wigner-Smith time-delay matrix $Q=-i\hbar S^{-1} \partial S/\partial \epsilon$ and the scattering matrix $S$ for scattering from a chaotic cavity with ideal point contacts. Hereto we…

The Wiener chaos approach to interest rate modelling arises from the observation that the pricing kernel admits a representation in terms of the conditional variance of a square-integrable random variable, which in turn admits a chaos…

In this paper, we develop a novel approach to the Weingarten calculus by employing the notion of virtual isometries. Traditionally, Weingarten calculus provides explicit formulas for integrating polynomial functions over compact matrix…

We consider sequences of random variables living in a finite sum of Wiener chaoses. We find necessary and sufficient conditions for convergence in law to a target variable living in the sum of the first two Wiener chaoses. Our conditions…

The classical involutive division theory by Janet decomposes in the same way both the ideal and the escalier. The aim of this paper, following Janet's approach, is to discuss the combinatorial properties of involutive divisions, when…

We study the fluctuations associated to the a.s. convergence, established by Belinschi-Bercovici-Capitaine, of the outliers of an Hermitian polynomial in a complex Wigner matrix and a spiked deterministic real diagonal matrix. Thus, we…

An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…

The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…

In this paper we will study integrability of distributions whose primitives are left regulated functions and locally or globally integrable in the Henstock--Kurzweil, Lebesgue or Riemann sense. Corresponding spaces of distributions and…

We consider the problem of computing the integral $$ \int_{\mathcal{U}(d)} u_{i_1j_1}\cdots u_{i_nj_n} \bar{u}_{i'_1j'_1} \cdots \bar{u}_{i'_{n'}j'_{n'}} dU, $$ where the integration takes place with respect to the probability Haar measure…

This paper describes the expected characteristic polynomial of the commutator of randomly rotated matrices, in the context of the finite free probability theory initiated by Marcus, Spielman, and Srivastava. The key technical features are…