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We investigate generalizations of the Cramer theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts of such decomposition results for multiple Wiener integrals and prove that similar results are true for the (asymptotic) decomposition of the semicircular distribution into free multiple Wigner integrals.
We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws. Furthermore, we
In this note, we study the asymptotics of an integral on the unitary group first proposed by Mergny and Potters as a multiplicative counterpart to the well-known Harish-Chandra Itzykson Zuber integral. In particular we prove in a mathematically rigor
The Wigners theorem, which is one of the cornerstones of the mathematical formulation of quantum mechanics, asserts that every symmetry of quantum system is unitary or anti-unitary. This classical result was first given by Wigner in 1931. Thereafter
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case the homoge
We prove that any non commutative polynomial of r independent copies of Wigner matrices converges a.s. towards the polynomial of r free semicircular variables in operator norm. This result extends a previous work of Haagerup and Thorbjornsen where GU