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相关论文: Third order moments of complex Wigner matrices

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We consider about calculating $M$th moments of a given polynomial in free independent semicircular elements in free probability theory. By a naive approach, this calculation requires exponential time with respect to $M$. We explicitly give…

算子代数 · 数学 2019-01-31 Rei Mizuta

We explicitly calculate the moments t_n of general Heisenberg Hamiltonians up to sixth order. They have the form of finite sums of products of two factors, the first factor being represented by a multigraph and the second factor being a…

统计力学 · 物理学 2015-03-17 Heinz-Juergen Schmidt , Andre Lohmann , Johannes Richter

Statistical moments of velocity gradients provide fundamental information on the small-scale properties of turbulence. In this work, we propose a systematic method to derive exact expressions for statistical moments of arbitrary order for…

流体动力学 · 物理学 2026-04-24 Tong Wu , Chensheng Luo , Le Fang , Michael Wilczek

We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…

概率论 · 数学 2009-10-13 Ivan Nourdin , Giovanni Peccati

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…

数学物理 · 物理学 2023-04-18 Sho Matsumoto , Colin McSwiggen

This paper introduces an efficient high-order numerical method for solving the 1D stationary Schr\"odinger equation in the highly oscillatory regime. Building upon the ideas from [Arnold, Ben Abdallah, Negulescu, SIAM J. Numer. Anal.,…

数值分析 · 数学 2025-04-29 Anton Arnold , Jannis Körner

A calculation method for higher-order moments of physical quantities, including magnetization and energy, based on the higher-order tensor renormalization group is proposed. The physical observables are represented by impurity tensors. A…

统计力学 · 物理学 2022-05-19 Satoshi Morita , Naoki Kawashima

A method for computing the mixed moments of (not necessarily commutative) random vectors from the first order moments, the $q$-commutators between the annihilation and creation operators, and the $q$-commutators between the annihilation and…

概率论 · 数学 2011-09-13 Krzysztof Drożdżewicz , Wojciech Matysiak

We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…

概率论 · 数学 2026-02-27 Johannes Assefa , Martin Keller-Ressel

The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails often encountered prompt generalizations of the Wishart…

数学物理 · 物理学 2021-05-26 Thomas Guhr , Andreas Schell

Complex numbers appear in the Hilbert space formulation of quantum mechanics, but not in the formulation in phase space. Quantum symmetries are described by complex, unitary or antiunitary operators defining ray representations in Hilbert…

量子物理 · 物理学 2009-11-11 A. J. Bracken

We consider the mixed-moments $\varphi(\mathbf{X}^{\epsilon_1},\ldots,\mathbf{X}^{\epsilon_k})=\lim_{N\to\infty}N^{-1}\mathbb{E}\left[\mathrm{Tr}\left(\mathbf{X}^\epsilon_1\cdots\mathbf{X}^{\epsilon_k}\right)\right]$ of complex Gaussian…

数学物理 · 物理学 2022-12-13 Théo Dessertaine

Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…

组合数学 · 数学 2023-01-02 Luca Lionni

A simple recurrence relation for the even order moments of the Fabius function is proven. Also, a very similar formula for the odd order moments in terms of the even order moments is proved. The matrices corresponding to these formulas (and…

经典分析与常微分方程 · 数学 2017-03-07 Søren G. Have

Let T be the quasi-nilpotent DT-operator. By use of Voiculescu's amalgamated R-transform we compute the moments of $(T-\lambda 1)^*(T-\lambda 1)$, where $\lambda \in \mathbb C$, and the Brown-measure of $T+\sqrt{\epsilon} Y$, where Y is a…

算子代数 · 数学 2007-05-23 L. Aagaard , U. Haagerup

We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…

计量经济学 · 经济学 2025-10-21 Peter Reinhard Hansen , Chen Tong

We introduce real second-order freeness in second-order noncommutative probability spaces. We demonstrate that under this definition, three real models of random matrices, namely real Ginibre matrices, Gaussian orthogonal matrices, and real…

算子代数 · 数学 2015-03-25 C. Emily I. Redelmeier

Single scale quantities, as anomalous dimensions and hard scattering cross sections, in renormalizable Quantum Field Theories are found to obey difference equations of finite order in Mellin space. It is often easier to calculate fixed…

高能物理 - 唯象学 · 物理学 2009-12-10 J. Blümlein , M. Kauers , S. Klein , C. Schneider

In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of…

泛函分析 · 数学 2015-01-13 Sergey M. Zagorodnyuk

Suitable discretizations through tensor product formulas of popular multidimensional operators (diffusion or diffusion--advection, for instance) lead to matrices with $d$-dimensional Kronecker sum structure. For evolutionary Partial…

数值分析 · 数学 2024-06-18 Fabio Cassini