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Metaplectic Wigner distributions were recently investigated as natural generalizations of the classical Wigner distribution, and provide a wide class of time-frequency representations that exploits the structure of the symplectic group.…

偏微分方程分析 · 数学 2023-01-24 Gianluca Giacchi

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

概率论 · 数学 2016-11-04 V. Yu. Korolev , A. I. Zeifman

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

风险管理 · 定量金融 2015-05-19 Chuancun Yin

We consider linear spectral statistics of the form $\mathrm{tr} ( \varphi (H))$ for test functions $\varphi$ of low regularity and Wigner matrices $H$ with smooth entry distribution. We show that for functions $\varphi$ in the Sobolev space…

概率论 · 数学 2022-04-08 Benjamin Landon , Philippe Sosoe

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

概率论 · 数学 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…

量子物理 · 物理学 2023-11-03 Federico Cerisola , Franco Mayo , Augusto J. Roncaglia

Semiclassical approximation based on extracting a c-number classical component from quantum field is widely used in the quantum field theory. Semiclassical states are considered then as Gaussian wave packets in the functional Schrodinger…

高能物理 - 理论 · 物理学 2009-10-30 V. P. Maslov , O. Yu. Shvedov

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

概率论 · 数学 2025-11-18 Yi Han

McKay proved that the limiting spectral measures of the ensembles of $d$-regular graphs with $N$ vertices converge to Kesten's measure as $N\to\infty$. In this paper we explore the case of weighted graphs. More precisely, given a large…

概率论 · 数学 2013-07-01 Leo Goldmakher , Cap Khoury , Steven J. Miller , Kesinee Ninsuwan

Schierenberg et al. [Phys. Rev. E 85, 061130 (2012)] recently applied the Wigner surmise, i.e., substitution of \infty \times \infty matrices by their 2 \times 2 counterparts for the computation of level spacing distributions, to random…

数学物理 · 物理学 2015-06-11 Shinsuke M. Nishigaki

We show that, for sequences of vectors of multiple Wigner integrals with respect to a free Brownian motion, componentwise convergence to semicircular is equivalent to joint convergence. This result extends to the free probability setting…

概率论 · 数学 2011-07-27 Ivan Nourdin , Giovanni Peccati , Roland Speicher

We consider Hermitian random band matrices $H$ in $d \geq 1 $ dimensions. The matrix elements $H_{xy},$ indexed by $x, y \in \Lambda \subset \mathbb{Z}^d,$ are independent, uniformly distributed random variable if $|x-y| $ is less than the…

数学物理 · 物理学 2018-08-29 Vlad Margarint

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graph ${\bf G}(N,p)$. For $N^{-1+o(1)}\leq p\leq 1/2$, we show that the non-trivial edge eigenvectors are asymptotically jointly normal.…

概率论 · 数学 2026-02-24 Yukun He , Jiaoyang Huang , Chen Wang

In the current paper we consider a Wigner matrix and consider an analytic function of polynomial growth on a set containing the support of the semicircular law in its interior. We prove that the linear spectral statistics corresponding to…

概率论 · 数学 2022-10-17 Debapratim Banerjee

We consider Gaussian ensembles of m N x N complex matrices. We identify an enhanced symmetry in the system and the resultant closed subsector, which is naturally associated with the radial sector of the theory. The density of radial…

高能物理 - 理论 · 物理学 2015-05-28 Mthokozisi Masuku , João P. Rodrigues

Correlations between energy levels can help distinguish whether a many-body system is of integrable or chaotic nature. The study of short-range and long-range spectral correlations generally involves quantities which are very different,…

量子物理 · 物理学 2025-11-06 Ruth Shir , Pablo Martinez-Azcona , Aurélia Chenu

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

概率论 · 数学 2010-06-30 Terence Tao , Van Vu

We consider the joint distribution of eigenvalue clusters of the Wigner ensemble separated by macroscopic distances (i.e., on the same scale as the difference between the edges of the semicircle law). We prove that under an averaging…

概率论 · 数学 2011-10-05 Yunjiang Jiang

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

概率论 · 数学 2009-09-30 Ivan Nourdin , Giovanni Peccati

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…

信息论 · 计算机科学 2018-02-27 Ilya Soloveychik , Yu Xiang , Vahid Tarokh
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