Related papers: Mutual space-frequency distribution of Gaussian si…
We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
We prove several types of scaling results for Wigner distributions of spectral projections of the isotropic Harmonic oscillator on $\mathbb R^d$. In prior work, we studied Wigner distributions $W_{\hbar, E_N(\hbar)}(x, \xi)$ of individual…
We consider a versatile matrix model of the form ${\bf A}+i {\bf B}$, where ${\bf A}$ and ${\bf B}$ are real random circulant matrices with independent but, in general, nonidentically distributed Gaussian entries. For this model, we derive…
In this paper we give an overview over some aspects of the modern mathematical theory of Ruelle resonances for chaotic, i.e. uniformly hyperbolic, dynamical systems and their implications in physics. First we recall recent developments in…
We demonstrate that the Wigner function of a pure quantum state is a wave function in a specially tuned Dirac bra-ket formalism and argue that the Wigner function is in fact a probability amplitude for the quantum particle to be at a…
In this paper we analyse Belief Propagation over a Gaussian model in a dynamic environment. Recently, this has been proposed as a method to average local measurement values by a distributed protocol ("Consensus Propagation", Moallemi & Van…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
Wigner's quasi-probability distribution function in phase-space is a special (Weyl) representation of the density matrix. It has been useful in describing quantum transport in quantum optics; nuclear physics; decoherence (eg, quantum…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We evaluate an adaptive gaussian quadrature integration scheme that will be suitable for the numerical evaluation of generalized redistribution in frequency functions. The latter are indispensable ingredients for "full non-LTE" radiation…
In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…
The conductance distribution of metallic mesoscopic systems is considered. The variance of this distribution describes the universal conductance fluctuations, yielding a Gaussian distribution of the conductance. We calculate…
We study the Wigner functions of the nucleon which provide multidimensional images of the quark distributions in phase space and combine in a single picture all the information contained in the generalized parton distributions (GPDs) and…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…
We demonstrate that certain astrophysical distributions can be modelled with the truncated Weibull distribution, which can lead to some insights: in particular, we report the average value, the $r$th moment, the variance, the median, the…
The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…