SearcharxivSearch

arXiv · 2503.01567

Hyperuniformity and hyperfluctuations of random measures in commutative spaces

Abstract

We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with finite center and a maximal compact subgroup, we prove that the number variance is asymptotically bounded above, uniformly across all random measures, by the volume raised to a power strictly less than 2. On Euclidean and real hyperbolic spaces we define a notion of heat kernel hyperuniformity for random distributions that generalizes hyperuniformity of random measures, and we prove that every sufficiently well behaved spectral measure can be realized as the Bartlett spectral measure of an invariant Gaussian random distribution. We also compute Bartlett spectral measures for invariant determinantal point processes in commutative spaces, providing a spectral proof of hyperuniformity for infinite polyanalytic ensembles in the complex plane, as well as heat kernel non-hyperuniformity of the zero set of the standard hyperbolic Gaussian analytic function on the Poincar\'e disk.

Explore related subjects

Keep this discovery

BibTeXRIS

Michael Björklund, Mattias Byléhn. 2025-03-03. Hyperuniformity and hyperfluctuations of random measures in commutative spaces. https://arxiv.org/abs/2503.01567

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR