Related papers: A random integral calculus on generalized s-selfde…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…
Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…
Various categories have been proposed as targets for the denotational semantics of higher-order probabilistic programming languages. One such proposal involves joint probability distributions (couplings) used in Bayesian statistical models…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…
We give new examples and describe the complete lists of all measures on the set of countable homogeneous universal graphs and $K_s$-free homogeneous universal graphs (for $s\geq 3$) that are invariant with respect to the group of all…
Principal component analysis (PCA) is a widely used technique for dimension reduction. As datasets continue to grow in size, distributed-PCA (DPCA) has become an active research area. A key challenge in DPCA lies in efficiently aggregating…
We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…
We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…
We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…
In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…
We prove the universality of the $\beta$-ensembles with convex analytic potentials and for any $\beta>0$, i.e. we show that the spacing distributions of log-gases at any inverse temperature $\beta$ coincide with those of the Gaussian…
The purpose of this article is to put forward the claim that Hurwitz's paper "Uber die Erzeugung der Invarianten durch Integration." [Gott. Nachrichten (1897), 71-90] should be regarded as the origin of random matrix theory in mathematics.…
We discuss some natural maps from a unitary group U(n) to a smaller group U(n-m) (these maps are versions of the Livshic characteristic function). We calculate explicitly the direct images of the Haar measure under some maps. We evaluate…