Related papers: A decomposition result for the Haar distribution o…
We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. This result…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
Let $W$ be a random positive definite symmetric matrix distributed according to a real Wishart distribution and let $W^{-1}=(W^{ij})_{i,j}$ be its inverse matrix. We compute general moments $\mathbb{E} [W^{k_1 k_2} W^{k_3 k_4} ...…
We present a new model for the propagation of polarized light in a random birefringent medium. This model is based on a decomposition of the higher order statistics of the reduced Stokes parameters along the irreducible representations of…
New experimental results on polarized structure functions, cross sections for $e^{\pm}p$ neutral and charge current reactions and $\nu$ ($\bar{\nu}$) charge current on isoscalar targets are compared with predictions using the statistical…
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…
This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…
In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…
Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…
We examine the notion of Haldane's dimension and the corresponding statistics in a probabilistic spirit. Motivated by the example of dimensional-regularization we define the dimension of a space as the trace of a diagonal `unit operator',…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
In this paper, we make specific conjectures about the distribution of Jacobians of random graphs with their canonical duality pairings. Our conjectures are based on a Cohen-Lenstra type heuristic saying that a finite abelian group with…
In some applications, an experimental unit is composed of two distinct but related subunits. The response from such a unit is $(X_{1}, X_{2})$ but we observe only $Y_1 = \min\{X_{1},X_{2}\}$ and $Y_2 = \max\{X_{1},X_{2}\}$, i.e., the…
We show that the orthogonal projection operator onto the range of the adjoint of a linear operator T can be represented as UT, where U is an invertible linear operator. Using this representation we obtain a decomposition of a multivariate…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
Let $M$ be a random matrix in the orthogonal group $\O_n$, distributed according to Haar measure, and let $A$ be a fixed $n\times n$ matrix over $\R$ such that $\tr(AA^t)=n$. Then the total variation distance of the random variable…
We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…
It is shown that a locally compact groupoid with open range map does not always admit a Haar system. It then is shown how to construct a Haar system if the stability groupoid and the quotient by the stability groupoid both admit one.
Matrix-variate distributions can intuitively model the dependence structure of matrix-valued observations that arise in applications with multivariate time series, spatio-temporal or repeated measures. This paper develops an…
We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy $\sigma_{xy}^2:=\E \abs{H_{xy}}^2 =…