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Nizar Demni

Publications and source records attributed to Nizar Demni.

At least 37 records · Page 2Linked to original sources
arXiv2020

Closed-Form Expressions of Ergodic Capacity and MMSE Achievable Sum Rate for MIMO Jacobi and Rayleigh Fading Channels

Multimode/multicore fibers are expected to provide an attractive solution to overcome the capacity limit of the current optical communication system. In the presence of high cross-talk between modes/cores, the squared singular values of the input/output transfer matrix follow the law of the Jacobi ensemble of random matrices. Assuming that the channel state information is only available at the receiver, we derive a new expression for the ergodic capacity of the MIMO Jacobi fading channel. This expression involves double integrals which can be evaluated easily and efficiently. Moreover, the method used in deriving this expression does not appeal to the classical one-point correlation function of the random matrix model. Using a limiting transition between Jacobi and Laguerre polynomials, we derive a similar formula for the ergodic capacity of the MIMO Rayleigh fading channel. Moreover, we derive a new exact closed form expressions for the achievable sum rate of MIMO Jacobi and Rayleigh fading channels employing linear minimum mean squared error (MMSE) receivers. The analytical results are compared to the results obtained by Monte Carlo simulations and the related results available in the literature, which shows perfect agreement.

cs.IT↗
arXiv2020

Schur-Weyl duality and the Product of randomly-rotated symmetries by a unitary Brownian motion

In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated one by a unitary Brownian motion. Using stochastic calculus and the action of the symmetric group on tensor powers, we derive an autonomous ordinary differential equation for the moments of its fixed-time marginals. Next, we derive an expression of these moments which involves a unitary bridge between our unitary process and another independent unitary Brownian motion. This bridge motivates and allows to write a second direct proof of the obtained moment expression.

math.PR↗
arXiv2019

Generalized Stochastic areas and windings arising from Anti-de Sitter and Hopf fibrations

In the first part of this paper, we derive explicit expressions of the semi-group densities of generalized stochastic areas arising from the Anti-de Sitter and the Hopf fibrations. Motivated by the number-theoretical connection between the Heisenberg group and Dirichlet series, we express the Mellin transform of the generalized stochastic area corresponding to the one-dimensional Anti de Sitter fibration as a series of Riemann Zeta function evaluated at integers. In the second part of the paper, we focus on winding processes around the origin in the Poincaré disc and in the complex projective line. More pricesely, we derive the fixed-time marginal density of the former process while we give a ultraspherical series expansion of the characteristic function of the latter.

math.PR↗
arXiv2019

Quaternionic Brownian windings

We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical geometries while the hyperbolic winding exhibits a different long time-behavior. The corresponding asymptotic law seems to be new and is related to the Cauchy relativistic distribution.

math.PR↗
arXiv2019

Markov semi-groups associated with the complex unimodular group $Sl(2,\mathbb{C})$

In this paper, we derive the explicit expressions of two Markov semi-groups constructed by P. Biane in \cite{Bia1} from the restriction of a particular positive definite function on the complex unimodular group $Sl(2,\mathbb{C})$ to two commutative subalgebras of its universal $C^{\star}$-algebra. Our computations use Euclidean Fourier analysis together with the generating function of Laguerre polynomials with index $-1$, and yield absolutely-convergent double series representations of the semi-group densities. In the last part of the paper, we discuss the coincidence, noticed by Biane as well, occurring between the heat kernel on the Heisenberg group and the semi-group corresponding to the intersection of the principal and the complementary series. To this end, we appeal to the metaplectic representation $Mp(4,\mathbb{R})$ and to the Landau operator in the complex plane.

math.PR↗
arXiv2019

Quaternionic stochastic areas

We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces $\mathbb{H}H^n$ and $\mathbb{H}P^n$. The characteristic functions of fixed-time marginals of these processes are computed and allows for the explicit description of their corresponding large-time limits. We also obtain exact formulas for the semigroup densities of the stochastic area processes using a Doob transform in the former case and the semigroup density of the circular Jacobi process in the latter. For $\mathbb{H}H^n$, the geometry of the quaternionic anti-de Sitter fibration plays a central role , whereas for $\mathbb{H}P^n$, this role is played by the quaternionic Hopf fibration.

math.PR↗
arXiv2018

The horizontal heat kernel on the quaternionic anti de-Sitter spaces and related twistor spaces

The geometry of the quaternionic anti-de Sitter fibration is studied in details. As a consequence, we obtain formulas for the horizontal Laplacian and subelliptic heat kernel of the fibration. The heat kernel formula is explicit enough to derive small time asymptotics. Related twistor spaces and corresponding heat kernels are also discussed and the connection to the quaternionic magnetic Laplacian is done.

math.DG↗
arXiv2018

Integral representation of the subelliptic heat kernel on the complex anti-de Sitter fibration

We derive an integral representation for the subelliptic heat kernel of the complex anti-de Sitter fibration. Our proof is different from the one used in Jing Wang \cite{Wan} since it appeals to the commutativity of the D'Alembertian and of the Laplacian acting on the vertical variable rather than the analytic continuation of the heat semigroup of the real hyperbolic space. Our approach also sheds the light on the connection between the sub-Laplacian of the above fibration and the so-called generalized Maass Laplacian, and on the role played by the odd dimensional real hyperbolic space.

math.CV↗
arXiv2017

The Hyperbolic-type Point Process

In this paper, we introduce a two-parameters determinantal point process in the Poincaré disc and compute the asymptotics of the variance of its number of particles inside a disc centered at the origin and of radius $r$ as $r$ tends to $1$. Our computations rely on simple geometrical arguments whose analogues in the Euclidean setting provide a shorter proof of Shirai's result for the Ginibre-type point process. In the special instance corresponding to the weighted Bergman kernel, we mimic the computations of Peres and Virag in order to describe the distribution of the number of particles inside the disc.

math.PR↗
arXiv2017

Reciprocal of the First hitting time of the boundary of dihedral wedges by a radial Dunkl process

In this paper, we establish an integral representation for the density of the reciprocal of the first hitting time of the boundary of even dihedral wedges by a radial Dunkl process having equal multiplicity values. Doing so provides another proof and extends to all even dihedral groups the main result proved in \cite{Demni1}. We also express the weighted Laplace transform of this density through the fourth Lauricella Lauricella function and establish a similar integral representation for odd dihedral wedges.

math.PR↗
arXiv2017

Moments of the Hermitian Matrix Jacobi process

In this paper, we compute the expectation of traces of powers of the hermitian matrix Jacobi process for a large enough but fixed size. To proceed, we first derive the semi-group density of its eigenvalues process as a bilinear series of symmetric Jacobi polynomials. Next, we use the expansion of power sums in the Schur polynomial basis and the integral Cauchy-Binet formula in order to determine the partitions having non zero contributions after integration. It turns out that these are hooks of bounded weight and the sought expectation results from the integral of a product of two Schur functions with respect to a generalized Beta distribution. For special values of the parameters on which the matrix Jacobi process depends, the last integral reduces to the Cauchy determinant and we close the paper with the investigation of the asymptotic behavior of the resulting formula as the matrix size tends to infinity.

math.CO↗
arXiv2016

Laplace-type integral representations of the generalized Bessel function and of the Dunkl kernel of type $B_2$

In this paper, we derive a Laplace-type integral representations for both the generalized Bessel function and the Dunkl kernel associated with the rank-two root system of type B_2. The derivation of the first one elaborates on the integral representation of the generalized Bessel function proved in \cite{Demni} through the modified Bessel function of the first kind. In particular, we recover an expression of the density of the Duistermaat-Heckman measure for the dihedral group of order eight. As to the integral representation of the corresponding Dunkl kernel, it follows from an application of the shift principle to the generalized Bessel function.

math.CA↗
arXiv2016

Inverse of the flow and moments of the free Jacobi process associated with a single projection

This paper is a companion to a series of papers devoted to the study of the spectral distribution of the free Jacobi process associated with a single projection. Actually, we notice that the flow solves a radial Löwner equation and as such, the general theory of Löwner equations implies that it is univalent in some connected region in the open unit disc. We also prove that its inverse defines the Aleksandrov-Clark measure at $z=1$ of some Herglotz function which is absolutely-continuous with an essentially bounded density. As a by-product, we deduce that $z=1$ belongs only to the discrete spectrum of the unitary operator whose spectral dynamics are governed by the flow. Moreover, we use a previous result due to the first author in order to derive an explicit, yet complicated, expression of the moments of both the unitary and the free Jacobi processes. The paper is closed with some remarks on the boundary behavior of the flow's inverse.

math.PR↗
arXiv2016

Berezin transforms attached to Landau levels on the complex projective space CPn

In this paper, we construct coherent states for each generalized Bergman space on the n-dimensional complex projective space in order to apply a coherent states quantization method. Doing so allows to define the Berezin transform for these spaces. In particular, we provide a variational formula for this transform by means of the Fubini-Study Laplace operator which reduces when n = 1 and for the lowest spherical Landau level to the well-known formula previously given by Berezin himself.

math-ph↗
arXiv2016

First hitting time of the boundary of a wedge of angle $π/4$ by a radial Dunkl process

In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $π/4$ by a radial Dunkl process with equal multiplicity values. Not only this representation readily yields the non negativity of the density, but also provides an analogue of Dufresne's result on the distribution of the first hitting time of zero by a Bessel process and a generalization of the Vakeroudis-Yor's identity satisfied by the first exit time from a wedge by a planar Brownian motion. We also use a result due to Spitzer on the angular part of the planar Brownian motion to prove a representation of the tail distribution of its first exit time from a dihedral wedge through the square wave function.

math.PR↗
arXiv2016

Lagrange inversion formula, Laguerre polynomials and the free unitary Brownian motion

This paper is devoted to the computations of some relevant quantities associated with the free unitary Brownian motion. Using the Lagrange inversion formula, we first derive an explicit expression for its alternating star cumulants of even lengths and relate them to those having odd lengths by means of a summation formula for the free cumulants with product as entries. Next, we use again this formula together with a generating series for Laguerre polynomials in order to compute the Taylor coefficients of the reciprocal of the $R$-transform of the free Jacobi process associated with a single projection of rank $1/2$ and those of the $S$-transform as well. This generating series lead also to the Taylor expansions of the Schur function of the spectral distribution of the free unitary Brownian motion and of its first iterate.

math.PR↗
arXiv2016

Generalized Stieltjes Transforms of Compactly-Supported Probability Distributions: Further Examples

For two families of beta distributions, we show that the generalized Stieltjes transforms of their elements may be written as elementary functions (powers and fractions) of the Stieltjes transform of the Wigner distribution. In particular, we retrieve the examples given by the author in a previous paper and relating generalized Stieltjes transforms of special beta distributions to powers of (ordinary) Stieltjes ones. We also provide further examples of similar relations which are motivated by the representation theory of symmetric groups. Remarkably, the power of the Stieltjes transform of the symmetric Bernoulli distribution is a generalized Stietljes transform of a probability distribution if and only if the power is greater than one. As to the free Poisson distribution, it corresponds to the product of two independent Beta distributions in $[0,1]$ while another example of Beta distributions in $[-1,1]$ is found and is related with the Shrinkage process. We close the exposition by considering the generalized Stieltjes transform of a linear functional related with Humbert polynomials and generalizing the symmetric Beta distribution.

math.CA↗