On the ubiquity of the Cauchy distribution in spectral problems
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Publication:748437
DOI10.1007/S00440-014-0587-3zbMATH Open1330.60042arXiv1312.7769OpenAlexW3099696518MaRDI QIDQ748437FDOQ748437
Publication date: 29 October 2015
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1312.7769
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Cited In (13)
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- On random matrix averages involving half-integer powers of GOE characteristic polynomials
- Resonances and partial delocalization on the complete graph
- Local Kesten-McKay law for random regular graphs
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- On a distinguished family of random variables and Painlevé equations
- Two short pieces around the Wigner problem
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- Random entire functions from random polynomials with real zeros
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