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The Hermite rank appears in limit theorems involving long memory. We show that an Hermite rank higher than one is unstable when the data is slightly perturbed by transformations such as shift and scaling. We carry out a "near higher order…

统计理论 · 数学 2018-01-09 Shuyang Bai , Murad s. Taqqu

Under long memory, the limit theorems for normalized sums of random variables typically involve a positive integer called "Hermite rank". There is a different limit for each Hermite rank. From a statistical point of view, however, we argue…

统计理论 · 数学 2017-11-03 Shuyang Bai , Murad S. Taqqu

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

统计力学 · 物理学 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

Motivated by classification, up to order isomorphism, of some dense subgroups of Euclidean space that are free of minimal rank, we obtain apparently new invariants for an equivalence relation (intermediate between Hermite and Smith) on…

交换代数 · 数学 2017-03-14 David Handelman

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension…

数值分析 · 数学 2024-12-20 Ilse C. F. Ipsen , Arvind K. Saibaba

We extend an uncertainty principle due to Beurling into a characterization of Hermite functions. More precisely, all functions $f$ on $\R^d$ which may be written as $P(x)\exp (Ax,x)$, with $A$ a real symmetric definite positive matrix, are…

经典分析与常微分方程 · 数学 2007-05-23 Aline Bonami , Bruno Demange , Philippe Jaming

We study the limit law of a vector made up of normalized sums of functions of long-range dependent stationary Gaussian series. Depending on the memory parameter of the Gaussian series and on the Hermite ranks of the functions, the resulting…

概率论 · 数学 2013-04-12 Murad S. Taqqu , Shuyang Bai

For an imaginary quadratic field $K$ of discriminant $-D$, let $\chi = \chi_K$ be the associated quadratic character. We will show that the space of special hermitian Jacobi forms of level $N$ is isomorphic to the space of plus forms of…

数论 · 数学 2018-08-30 An Hoa Vu

We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…

统计理论 · 数学 2026-01-06 Antoine Ayache , laurent Loosveldt , Ciprian Tudor

We consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) $N\times N$ hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source term. The rank $r$ of the perturbation corresponds to the…

数学物理 · 物理学 2007-05-23 Patrick Desrosiers , Peter J. Forrester

This paper explores the study of the general Hermite constant associated to the general linear group and its irreducible representations, as defined by T. Watanabe. To that end, a height, which naturally applies to flag varieties, is built…

数论 · 数学 2008-12-18 Bertrand Meyer

We study two possible tropical analogues of Weierstrass semigroups on graphs, called rank and functional Weierstrass sets. We prove that on simple graphs, the first is contained in the second. We completely characterize the subsets of N…

组合数学 · 数学 2022-02-02 Alessio Borzì

In this paper we prove weighted mixed norm estimates for Riesz transforms associated to Hermite and special Hermite operators. The estimates are shown to be equivalent to vectorvalued esimates for a sequence of operators defined in terms of…

经典分析与常微分方程 · 数学 2013-10-09 Pradeep Boggarapu , S. Thangavelu

We here revisit Fourier analysis on the Heisenberg group H^d. Whereas, according to the standard definition, the Fourier transform of an integrable function f on H^d is a one parameter family of bounded operators on L 2 (R^d), we define (by…

经典分析与常微分方程 · 数学 2016-09-14 Hajer Bahouri , Jean-Yves Chemin , Raphael Danchin

Assuming that both a function and its Fourier transform are dominated by a Gaussian of large variance, it is shown that the Hermite coefficients of the function decay exponentially. A sharp estimate for the rate of exponential decay is…

偏微分方程分析 · 数学 2008-01-16 M. K. Vemuri

Assuming that a function and its Fourier transform are dominated by Gaussians, a sharp estimate for the rate of exponential decay of its Hermite coefficients is obtained in terms of the variances of the dominating Gaussians.

经典分析与常微分方程 · 数学 2023-12-06 Manish Chaurasia

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

数学物理 · 物理学 2022-01-24 Peter J. Forrester

This paper is the third of a series on Hamiltonian stationary Lagrangian surfaces. We present here the most general theory, valid for any Hermitian symmetric target space. Using well-chosen moving frame formalism, we show that the equations…

微分几何 · 数学 2007-05-23 Frederic Helein , Pascal Romon

In this paper, we analyze a function space consisting of functions for which both the function and its Fourier transform exhibit Gaussian decay together with exponential growth governed by suitable weight functions. First, we examine…

经典分析与常微分方程 · 数学 2026-05-11 Satyajyoti Achar , Manish Chaurasia , Ramesh Manna

A non-Hermitian operator that is related to its adjoint through a similarity transformation is defined as a pseudo-Hermitian operator. We study the level-statistics of a pseudo-Hermitian Dicke Hamiltonian that undergoes Quantum Phase…

量子物理 · 物理学 2009-11-06 Tetsuo Deguchi , Pijush K. Ghosh , Kazue Kudo
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