相关论文: Generalised Wigner surmise for 2x2 random matrices
For many classically chaotic systems it is believed that the quantum wave functions become uniformly distributed, that is the matrix elements of smooth observables tend to the phase space average of the observable. In this paper we study…
Probability distributions in Stiefel manifold such as the von-Mises Fisher and Bingham distributions find diverse applications in signal processing and other applied sciences. Use of these statistical models in practice is complicated by…
We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…
We introduce new frames, called \textit{metaplectic Gabor frames}, as natural generalizations of Gabor frames in the framework of metaplectic Wigner distributions. Namely, we develop the theory of metaplectic atoms in a full-general setting…
The "2-variable general-$\lambda$-matrix polynomials (2VG$\lambda$MP)" is a new family of matrix polynomials, introduced and studied in this article. These matrix polynomials are constructed using umbral and symbolic methods. We delve into…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner…
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space. We study its covariance and our…
This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…
We propose a new four-parameter distribution for modeling synthetic aperture radar (SAR) imagery named the gamma generalized normal (GGN) by combining the gamma and generalized normal distributions. A mathematical characterization of the…
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for…
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…
Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like…
Perturbing resonant systems causes shifts in their associated scattering poles in the complex plane. In a previous study [arXiv: 2408.11360], we demonstrated that these shifts can be calculated numerically by analyzing the residue of a…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
We extend the construction of [19] by introducing spaces of generalized tensor fields on smooth manifolds that possess optimal embedding and consistency properties with spaces of tensor distributions in the sense of L. Schwartz. We thereby…
We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…
The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…
We analyze Dirac spectra of two-dimensional QCD like theories both in the continuum and on the lattice and classify them according to random matrix theories sharing the same global symmetries. The classification is different from QCD in…