Related papers: Distribution theory of quadratic forms with matrix…
This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density…
Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…
In this article, we define the matricization of a tensor and we present some properties of the matricization. After that, we define the determinant of a tensor and we present some properties of the determinant. We define the covariance…
Three types of integral representations for the cumulative distribution functions of convolutions of non-central p-variate gamma distributions are given by integration of elementary complex functions over the p-cube Cp =…
We formalize the notion of matrix coefficients for distributional vectors in a representation of a real reductive group, which consist of generalized functions on the group. As an application, we state and prove a Gelfand-Kazhdan criterion…
In this paper, we derive a probability density function that generalizes the Burr XII distribution. The cumulative distribution function and the $n^{th}$ moment of the generalized distribution are obtained while the distribution of some…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
This work introduces the class of generalized linear-quadratic functions, constructed using maximally monotone symmetric linear relations. Calculus rules and properties of the Moreau envelope for this class of functions are developed. In…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
We characterise probability distributions via a martingale property associated with a natural generalisation of record values, known as $\delta$-records. For an independent and identically distributed sequence $(X_n)$ with running maximum…
This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter $b$, proved versatile. The generalized Laplace distribution…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
Recent innovations on the differential calculus for functions of non-commuting variables, begun for a quaternionic variable, are now extended to the case of a general matrix over the complex numbers. The expansion of F(X+Delta) is given to…
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal…
In this letter we derive the $(n-1)$-dimensional distribution corresponding to a $n$-dimensional i.i.d. Normal standard vector $Z=(Z_1,Z_2,\ldots,Z_n)$ subjected to the weighted sum constraint $\sum_{i=1}^n w_i Z_i=c$, $w_i\neq 0$. We first…
We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…
This paper extends the notion of the matrix angular central distribution (MACG) to the complex case. We start by considering the normally distributed random complex matrix ($Z$) and show that is the orientation ($H_Z=Z(Z'Z)^{-1}$) has…
We consider the distribution of quadratic Gauss paths, polygonal paths joining partial sums of quadratic Gauss sums to square-free fundamental discriminant moduli in a dyadic range [Q,2Q]. We prove that this striking ensemble converges in…
For $\Cal A\subset L^1_{loc}(\Bbb J,X)$ let $\Cal M\Cal A$ consist of all $f\in L^1_{loc}$ with $ M_h f (\cdot):=\frac {1}{h}\int_{0}^{h}f(\cdot +s)\,ds \in \Cal A$ for all $h>0$. Here $X$ is a Banach space, $\Bbb J= (\alpha ,\infty),…