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We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…

Statistics Theory · Mathematics 2021-04-27 Shigekazu Nakagawa , Hiroki Hashiguchi , Yoko Ono

Probability distributions in Stiefel manifold such as the von-Mises Fisher and Bingham distributions find diverse applications in signal processing and other applied sciences. Use of these statistical models in practice is complicated by…

Statistics Theory · Mathematics 2016-02-15 Lu Wei , Jukka Corander

Within the framework of the probability representation of quantum mechanics, we study a superposition of generic Gaussian states associated to symmetries of a regular polygon of n sides; in other words, the cyclic groups (containing the…

Quantum Physics · Physics 2022-03-16 Julio A. López-Saldívar , Vladimir I. Man'ko , Margarita A. Man'ko

Husimi distributions and Wigner distributions are well-known quasi-probability distributions which appear in several contexts. In this paper, we show some remarkable aspects of these distribution functions related to geometric structures of…

Quantum Physics · Physics 2011-01-28 Ryo Harada

We derive an exact expression for the partition function of the su(m) Haldane-Shastry spin chain, which we use to study the density of levels and the distribution of the spacing between consecutive levels. Our computations show that when…

Statistical Mechanics · Physics 2009-11-11 Federico Finkel , Artemio Gonzalez-Lopez

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable…

Mathematical Physics · Physics 2009-05-13 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

The Wigner function, which provides a phase-space description of quantum systems, has various applications in quantum mechanics, quantum kinetic theory, quantum optics, radiation transport and others. The concept of Wigner function has been…

High Energy Physics - Theory · Physics 2013-04-05 Stanislaw Mrowczynski

Distributed consensus and other linear systems with system stochastic matrices $W_k$ emerge in various settings, like opinion formation in social networks, rendezvous of robots, and distributed inference in sensor networks. The matrices…

Probability · Mathematics 2015-06-04 Dragana Bajovic , Joao Xavier , Jose M. F. Moura , Bruno Sinopoli

Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…

Mathematical Physics · Physics 2016-12-21 C. T. J. Dodson

Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty…

Numerical Analysis · Mathematics 2019-02-19 Barbara Fuchs , Jochen Garcke

We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…

Probability · Mathematics 2021-02-16 Michel Benaïm , Nicolas Champagnat , Denis Villemonais

We show that the nearest-neighbor spacing distribution for a model that consists of random points uniformly distributed on a self-similar fractal is the Brody distribution of random matrix theory. In the usual context of Hamiltonian…

Chaotic Dynamics · Physics 2007-05-23 Jamal Sakhr , John M. Nieminen

Consider the global optimisation of a function $U$ defined on a finite set $V$ endowed with an irreducible and reversible Markov generator.By integration, we extend $U$ to the set $\mathcal{P}(V)$ of probability distributions on $V$ and we…

Functional Analysis · Mathematics 2024-04-16 Laurent Miclo , Nhat-Thang Le

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

We consider an aggregation model with nonlinear diffusion in domains with boundaries and investigate the zero diffusion limit of its solutions. We establish the convergence of weak solutions for fixed times, as well as the convergence of…

Analysis of PDEs · Mathematics 2018-09-05 Razvan C. Fetecau , Mitchell Kovacic , Ihsan Topaloglu

The analysis of a physical problem simplifies considerably when one uses a suitable coordinate system. We apply this approach to the discrete-time quantum walks with coins given by $2j+1$-dimensional Wigner rotation matrices (Wigner walks),…

Quantum Physics · Physics 2015-09-04 Iva Bezdekova , Martin Stefanak , Igor Jex

The probability distribution function for an out of equilibrium system may sometimes be approximated by a physically motivated "trial" distribution. A particularly interesting case is when a driven system (e.g., active matter) is…

Statistical Mechanics · Physics 2012-03-27 Carlos Perez-Espigares , Alejandro B. Kolton , Jorge Kurchan

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

The new numerical version of the Wigner approach to quantum mechanics for treatment thermodynamic properties of strongly coupled systems of particles has been developed for extreme conditions, when analytical approximations obtained in…

Plasma Physics · Physics 2018-01-17 A. S. Larkin , V. S. Filinov , V. E. Fortov
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