Spectral asymptotic properties of semi-regular non-commutative harmonic oscillators

The study carried out in this thesis is devoted to spectral analysis of systems of PDEs related also with quantum physics models. Namely, the research deals with classes of systems that contain certain quantum optics models such as Jaynes-Cummings, Rabi and their generalizations that describe light-matter interaction. First we investigate the spectral Weyl asymptotics for a class of semiregular systems, extending to the vector-valued case results of Helffer and Robert, and more recently of Doll, Gannot and Wunsch. Actually, the asymptotics by Doll, Gannot and Wunsch is more precise (that is why we call it refined) than the classical result by Helffer and Robert, but deals with a less general class of systems, since the authors make an hypothesis on the measure of the subset of the unit sphere on which the tangential derivatives of the X-Ray transform of the semiprincipal symbol vanish to infinity order. Abstract Next, we give a meromorphic continuation of the spectral zeta function for semiregular differential systems with polynomial coefficients, generalizing the results by Ichinose and Wakayama and Parmeggiani. Finally, we state and prove a quasi-clustering result for a class of systems including the aforementioned quantum optics models and we conclude the thesis by showing a Weyl law result for the Rabi model and its generalizations.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.