Related papers: Free Quadratic Harness
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
We apply the free product construction to various local algebras in algebraic quantum field theory. If we take the free product of infinitely many identical half-sided modular inclusions with ergodic canonical endomorphism, we obtain a…
In this paper, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as…
This paper showed that Poisson brackets in quaternion variables can be obtained directly from canonical Poisson brackets on cotangent bundle of $SE(3)$ (or $SO(3)$) endowed by canonical symplectic geometry. Quaternion parameters in our case…
A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…
This work investigates the combinatorial structures underlying cyclic conditional freeness and introduces cumulants that serve to linearize the cyclic conditional additive convolution. In the process, we establish the notion of "cyclic…
It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient $1/\sqrt{2}$ in the non-diagonal entries is replaced by a different positive number.
An explicit structure relation for Askey-Wilson polynomials is given. This involves a divided q-difference operator which is skew symmetric with respect to the Askey-Wilson inner product and which sends polynomials of degree n to…
We introduce the notion of a pre-sequence of matrix orthogonal polynomials to mean a sequence {F_n} of matrix orthogonal functions with respect to a weight function W, satisfying a three term recursion relation and such that det(F_0) is not…
We give equivalent forms of the Askey-Wilson polynomials expressing them with the help of the Al-Salam-Chihara polynomials. After restricting parameters of the Askey-Wilson polynomials to complex conjugate pairs we expand the Askey-Wilson…
We give a physicist oriented survey of Poisson-Lie symmetries of classical systems. We consider finite dimensional geometric actions and the chiral WZNW model as examples for the general construction. An essential point is that quadratic…
Bipartite calculus is a direct generalization of Kauffman planar expansion from $N=2$ to arbitrary $N$, applicable to the restricted class of knots which are entirely made of antiparallel lock tangles. Whenever applicable, it allows a…
Let $\mu$ = ($\mu$t)t$\in$R be any 1-parameter family of probability measures on R. Its quantile process (Gt)t$\in$R : ]0, 1[ $\rightarrow$ RR, given by Gt($\alpha$) = inf{x $\in$ R : $\mu$t(]--$\infty$, x]) > $\alpha$}, is not Markov in…
The $k$-method is the isogeometric method based on splines (or NURBS, etc.) with maximum regularity. When implemented following the paradigms of classical finite element methods, the computational resources required by the $k-$method are…
In a previous paper we determined one dimensional distributions of a stationary field with linear regressions and quadratic conditional variances under a linear constraint on the coefficients of the quadratic expression. In this paper we…
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ of $\eta$. We give a Clark-Ocone type…
We consider a special class of linear and quadratic Poisson brackets related to ODE systems with matrix variables. We investigate general properties of such brackets, present an example of a compatible pair of quadratic and linear brackets…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
The tacnode process is a universal behavior arising in nonintersecting particle systems and tiling problems. For Dyson Brownian bridges, the tacnode process describes the grazing collision of two packets of walkers. We consider such a Dyson…
We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…