Related papers: Mutual space-frequency distribution of Gaussian si…
The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…
This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood…
In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that…
We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…
The coherence properties of the classical waves are discussed in terms of the Cauchy problem for the wave equation, and of a discrete representation by an ensemble of Hamiltonian systems. Wave quanta are related to specific "action fields",…
We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distributions, which we refer to as partition functions. In some…
The Wigner spacing distribution has a long and illustrious history in nuclear physics and in the quantum mechanics of classically chaotic systems. In this paper, a novel connection between the Wigner distribution and 2D classical mechanics…
In the framework of statistical optics, a Wigner function represents partially coherent radiation. A Gaussian Wigner function, which is an equivalent representation of the more commonly used Gaussian Schell-model cross-spectral density, may…
Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…
We experimentally investigate mutual information and generalized mutual information for coherent optical transmission systems. The impact of the assumed channel distribution on the achievable rate is investigated for distributions in up to…
A Lie algebraic method for propagation of the Wigner quasi-distribution function under quadratic Hamiltonian was presented by Zoubi and Ben-Aryeh. We show that the same method can be used in order to propagate a rather general class of…
We introduce a variant of the replica trick within the nonlinear sigma model that allows calculating the distribution function of the persistent current. In the diffusive regime, a Gaussian distribution is derived. This result holds in the…
In this report, the explicit probability density functions of the random Euclidean distances associated with regular hexagons are given, when the two endpoints of a link are randomly distributed in the same hexagon, and two adjacent…
Quantum information is a common topic of research in many areas of quantum physics, such as quantum communication and quantum computation, as well as quantum thermodynamics. It can be encoded in discrete or continuous variable systems, with…
We study the quark Wigner distributions of the pion meson which are the phase-space distributions containing the most general one-parton information.Using the pion wavefunctions deduced from a light-cone quark model, we calculate the Wigner…
Recently, Riemannian Gaussian distributions were defined on spaces of positive-definite real and complex matrices. The present paper extends this definition to the space of positive-definite quaternion matrices. In order to do so, it…
As a step towards a more accurate modelling of redshift-space distortions in galaxy surveys, we develop a general description of the probability distribution function of galaxy pairwise velocities within the framework of the so-called…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
We calculate the Wigner distribution function for the Calogero-Sutherland system which consists of harmonic and inverse-square interactions. The Wigner distribution function is separated out into two parts corresponding to the relative and…