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In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

Probability · Mathematics 2018-06-22 Shane Barratt

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

The Gouy phase is essential for accurately describing various wave phenomena, ranging from classical electromagnetic waves to matter waves and quantum optics. In this work, we employ phase-space methods based on the cross-Wigner…

Quantum Physics · Physics 2024-05-31 Lucas S. Marinho , Pedro R. Dieguez , Carlos H. S. Vieira , Irismar G. da Paz

A new probabilistic post-processing method for wind vectors is presented in a distributional regression framework employing the bivariate Gaussian distribution. In contrast to previous studies all parameters of the distribution are…

Applications · Statistics 2019-07-26 Moritz N. Lang , Georg J. Mayr , Reto Stauffer , Achim Zeileis

We show that radiation from complex and inherently random but correlated wave sources can be modelled efficiently by using an approach based on the Wigner distribution function. Our method exploits the connection between correlation…

Chaotic Dynamics · Physics 2015-09-30 Gabriele Gradoni , Stephen Creagh , Gregor Tanner , Christopher Smartt , David Thomas

The distributions of the angular transmission coefficient and of the total transmission are calculated for multiple scattered waves. The calculation is based on a mapping to the distribution of eigenvalues of the transmission matrix. The…

Condensed Matter · Physics 2009-10-22 Th. M. Nieuwenhuizen , M. C. W. van Rossum

A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum state tomography. We theoretically propose and experimentally…

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

An $\hbar$-expansion is presented for the ensemble-averaged spectral function of noninteracting matter waves in random potentials. We obtain the leading quantum corrections to the deep classical limit at high energies by the Wigner-Weyl…

Quantum Gases · Physics 2015-06-01 Martin-Isbjörn Trappe , Dominique Delande , Cord A. Müller

In this paper we provide a method for constructing joint distributions for an arbitrary set of observables on finite dimensional Hilbert spaces irrespective of whether the observables commute or not. These distributions have a number of…

Quantum Physics · Physics 2016-10-27 Todd A. Oliynyk

Let $\{f(t): t\in T\}$ be a smooth Gaussian random field over a parameter space $T$, where $T$ may be a subset of Euclidean space or, more generally, a Riemannian manifold. For any local maximum of $f(t)$ located at $t_0$ in the interior of…

Probability · Mathematics 2014-12-24 Dan Cheng , Armin Schwartzman

This paper considers a special case of the problem of identifying a static scalar signal, depending on the location, using a planar network of sensors in a distributed fashion. Motivated by the application to monitoring wild-fires spreading…

Optimization and Control · Mathematics 2011-07-25 Paolo Frasca , Paolo Mason , Benedetto Piccoli

In fiber-optic distributed sensing, vibration signals are mostly assumed to follow Gaussian distribution for the simplicity of signal processing. However, in real applications, vibration signals often behave as non-Gaussian processes, which…

Signal Processing · Electrical Eng. & Systems 2019-01-18 Qian He , Rong Liu , Chengdan Tan , Lijun Tang , Xiongjun Shang

In substations, the presence of random transient impulsive interference sources makes noise highly non-Gaussian. In this paper, the primary interest is to provide a general model for wireless channel in presence of these transient impulsive…

Methodology · Statistics 2015-04-28 Minh Au , Basile L. Agba , François Gagnon

Considerable efforts have been devoted to statistical modeling and the characterization of channels in a range of statistical models for fading channels. In this paper, we consider a unified approach to model wireless channels by the…

Information Theory · Computer Science 2016-11-15 Bassant Selim , Omar Alhussein , Sami Muhaidat , George K. Karagiannidis , Jie Liang

We define and study a family of distributions with domain complete Riemannian manifold. They are obtained by projection onto a fixed tangent space via the inverse exponential map. This construction is a popular choice in the literature for…

Statistics Theory · Mathematics 2008-05-07 Nikolay H. Balov

We theoretically determine the probability distribution function of the net field of the random planar structure of dipoles which represent polarized particles. At small surface concentrations c of the point dipoles this distribution is…

Statistical Mechanics · Physics 2012-05-04 Andrey V. Panov

We consider the Wigner quasi-probability distribution function of a single mode of an electromagnetic or matter-wave field to address the question of whether a direct stochastic sampling and binning of the absolute square of the complex…

Quantum Physics · Physics 2016-09-13 R. J. Lewis-Swan , M. K. Olsen , K. V. Kheruntsyan

The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. I. Man'ko , R. Vilela Mendes

We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…

Statistics Theory · Mathematics 2008-07-22 Nikolay H. Balov