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On the ubiquity of the Cauchy distribution in spectral problems
- Source :
- Probab. Theory Relat. Fields 163, 61-87 (2015)
- Publication Year :
- 2013
-
Abstract
- We consider the distribution of the values at real points of random functions which belong to the Herglotz-Pick (HP) class of analytic mappings of the upper half plane into itself. It is shown that under mild stationarity assumptions the individual values of HP functions with singular spectra have a Cauchy type distribution. The statement applies to the diagonal matrix elements of random operators, and holds regardless of the presence or not of level repulsion, i.e. applies to both random matrix and Poisson-type spectra.<br />Comment: Slightly revised version: presentation was made more explicit in places, and additional references were provided
- Subjects :
- Mathematical Physics
Mathematics - Probability
60E99, 15B52
Subjects
Details
- Database :
- arXiv
- Journal :
- Probab. Theory Relat. Fields 163, 61-87 (2015)
- Publication Type :
- Report
- Accession number :
- edsarx.1312.7769
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1007/s00440-014-0587-3