English
Related papers

Related papers: Characteristic Polynomials of Sample Covariance Ma…

200 papers

We introduce the notion of semi-characteristic polynomial for a semi-linear map of a finite- dimensional vector space over a field of characteristic p. This polynomial has some properties in common with the classical characteristic…

Representation Theory · Mathematics 2011-05-23 Jérémy Le Borgne

In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not available. The simulation of any distribution…

Computational Finance · Quantitative Finance 2009-03-10 William T. Shaw , Jonathan McCabe

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

Classical Analysis and ODEs · Mathematics 2015-01-20 Arno B. J. Kuijlaars

Starting with a quaternion difference equation with boundary conditions, a parameterized sequence which is complete in finite dimensional quaternion Hilbert space is derived. By employing the parameterized sequence as the kernel of discrete…

Classical Analysis and ODEs · Mathematics 2022-09-20 Dong Cheng , Kit Ian Kou , Yonghui Xia , Junfeng Xu

In this paper, we explore a ring invariant which is closely related to the Davenport constant of a group. In particular, we will calculate this invariant for a certain class of rings of integers and their orders and use it to understand…

Commutative Algebra · Mathematics 2026-02-20 Jared Kettinger

Let Y be a random variable whose moment generating function exists in some neighborhood of the origin. We consider the probabilistic bivariate Bell polynomials associated with Y and the probabilistic bivariate r-Bell polynomials associated…

Number Theory · Mathematics 2024-03-26 Taekyun Kim , Dae san Kim

So far, the pseudo cross-variogram is primarily used as a tool for the structural analysis of multivariate random fields. Mainly applying recent theoretical results on the pseudo cross-variogram, we use it as a cornerstone in the…

Statistics Theory · Mathematics 2022-07-07 Christopher Dörr , Martin Schlather

We prove a characterization of the dual mixed volume in terms of functional properties of the polynomial associated to it. To do this, we use tools from the theory of multilinear operators on spaces of continuos functions. Along the way we…

Functional Analysis · Mathematics 2014-08-29 Carlos H. Jiménez , Ignacio Villanueva

We develop kernel criteria for the likelihood-ratio, hazard-rate, usual stochastic, and relative log-concavity orders in parametric families of univariate probability laws with densities. The score is the derivative of the log density with…

Probability · Mathematics 2026-05-19 Zakaria Derbazi

This paper studies variance functions of Cauchy-Stieltjes Kernel families generated by compactly supported centered probability measures. We describe several operations that allow us to construct additional variance functions from known…

Probability · Mathematics 2019-12-30 Wlodzimierz Bryc , Raouf Fakhfakh , Wojciech Mlotkowski

Understanding the role that subgradients play in various second-order variational analysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on the behavior of the…

Optimization and Control · Mathematics 2023-01-12 N. T. V. Hang , W. Jung , M. E. Sarabi

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix…

Computation · Statistics 2017-07-20 Tomer Lancewicki

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

A two-level atom interacting with an electromagnetic mode in a cavity experiences population collapses and revivals. They are an indirect signature of the field quantization, and also hold information about the mode. Thus, they may be…

Quantum Physics · Physics 2016-11-23 Hudson Pimenta , Daniel F. V. James

A generating function for reciprocal binomial coefficients is written down, integral representations of this function are obtained, generating functions for sums of reciprocal binomial coefficients are derived, new identities are obtained,…

Combinatorics · Mathematics 2026-02-10 Dmitry Kruchinin , Vladimir Kruchinin

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

For a family of near banded Toeplitz matrices, generalized characteristic polynomials are shown to be orthogonal polynomials of two variables, which include the Chebyshev polynomials of the second kind on the deltoid as a special case.…

Classical Analysis and ODEs · Mathematics 2015-06-26 Yuan Xu

The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…

Probability · Mathematics 2016-08-05 Vladimir V. Ulyanov

We develop a diagrammatic categorification of the polynomial ring Z[x], based on a geometrically defined graded algebra. This construction generalizes to categorification of some special functions, such as Chebyshev polynomials.…

Representation Theory · Mathematics 2020-03-27 Mikhail Khovanov , Radmila Sazdanovic

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

Probability · Mathematics 2017-01-25 Rachel Traylor
‹ Prev 1 8 9 10 Next ›