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A new Riemannian geometry for the Compound Gaussian distribution is proposed. In particular, the Fisher information metric is obtained, along with corresponding geodesics and distance function. This new geometry is applied on a change…

Machine Learning · Statistics 2020-05-21 Florent Bouchard , Ammar Mian , Jialun Zhou , Salem Said , Guillaume Ginolhac , Yannick Berthoumieu

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

Precise characterization of the mutual information of MIMO systems is required to assess the throughput of wireless communication channels in the presence of Rician fading and spatial correlation. Here, we present an asymptotic approach…

Information Theory · Computer Science 2016-11-17 Giorgio Taricco

Starting from Feynman's Lagrangian description of quantum mechanics, we propose a method to construct explicitly the propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical…

Quantum Physics · Physics 2017-05-11 Dries Sels , Fons Brosens , Wim Magnus

We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be…

Mesoscale and Nanoscale Physics · Physics 2016-03-17 Fabio Deelan Cunden

This paper aims to explore the inherent connection among Heisenberg groups, quantum Fourier transform and (quasiprobability) distribution functions. Distribution functions for continuous and finite quantum systems are examined first as a…

Mathematical Physics · Physics 2015-05-18 Manas K. Patra , Samuel L. Braunstein

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…

Statistics Theory · Mathematics 2017-05-15 Salem Said , Hatem Hajri , Lionel Bombrun , Baba C. Vemuri

A well known result of P. Flandrin states that a Gaussian uniquely maximizes the integral of the Wigner distribution over every centered disc in the phase plane. While there is no difficulty in generalizing this result to higher-dimensional…

Mathematical Physics · Physics 2015-05-19 Elliott H. Lieb , Yaron Ostrover

Expressing the Wigner distribution function in Dirac notation reveals its resemblance to a classical trajectory in phase space.

General Physics · Physics 2016-09-08 Frank Rioux

We introduce a quantum phase space representation for the orientation state of extended quantum objects, using the Euler angles and their conjugate momenta as phase space coordinates. It exhibits the same properties as the standard Wigner…

Quantum Physics · Physics 2013-06-11 Timo Fischer , Clemens Gneiting , Klaus Hornberger

A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…

Statistics Theory · Mathematics 2013-11-12 E. Ostrovsky , L. Sirota , A. Zeldin

One of the most popular time-frequency representation is certainly the Wigner distribution. To reduce the interferences coming from its quadratic nature, several related distributions have been proposed, among which the so-called…

Functional Analysis · Mathematics 2018-03-23 Elena Cordero , Maurice de Gosson , Fabio Nicola

Weyl's formulation of quantum mechanics opened the possibility of studying the dynamics of quantum systems both in infinite-dimensional and finite-dimensional systems. Based on Weyl's approach, generalized by Schwinger, a self-consistent…

Mathematical Physics · Physics 2015-06-05 Nicolae Cotfas , Daniela Dragoman

Angle halving, or alternatively the reverse operation of angle doubling, is a useful tool when studying directional distributions. It is especially useful on the circle where, in particular, it yields an identification between the wrapped…

Statistics Theory · Mathematics 2022-02-25 John T. Kent

We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…

Optics · Physics 2025-11-07 Yunrui Wang , Cheng Guo

The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…

Probability · Mathematics 2017-12-19 Abdelhamid Hassairi

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Methodology · Statistics 2018-03-01 Rose Baker

We introduce new frames, called \textit{metaplectic Gabor frames}, as natural generalizations of Gabor frames in the framework of metaplectic Wigner distributions. Namely, we develop the theory of metaplectic atoms in a full-general setting…

Analysis of PDEs · Mathematics 2024-01-18 Elena Cordero , Gianluca Giacchi

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter
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