Related papers: Distribution theory of quadratic forms with matrix…
We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…
We offer an axiomatic definition of a differential algebra of generalized functions over an algebraically closed non-Archimedean field. This algebra is of {\em Colombeau type} in the sense that it contains a copy of the space of Schwartz…
The increasing interest in the Mueller density-matrix-functional theory has led us to a systematic mathematical investigation of its properties. This functional is similar to the Hartree-Fock functional, but with a modified exchange term in…
This paper is about Dirichlet averages in the matrix-variate case or averages of functions over the Dirichlet measure in the complex domain. The classical power mean contains the harmonic mean, arithmetic mean and geometric mean (Hardy,…
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted…
Gaussian graphical models have received considerable attention during the past four decades from the statistical and machine learning communities. In Bayesian treatments of this model, the G-Wishart distribution serves as the conjugate…
In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…
We analyse the chaotic motion and its shape dependence in a piecewise linear map using Fujisaka's characteristic function method. The map is a generalization of the one introduced by R. Artuso. Exact expressions for diffusion coefficient…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
Decay properties of the solution $X$ to the Lyapunov matrix equation $AX + X A^T = D$ are investigated. Their exploitation in the understanding of equation matrix properties, and in the development of new numerical solution strategies when…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
This note presents a short, transparent proof of the theorem that every Euclidean quadratic form over a normed integral domain is an Aubry-Davenport-Cassels form. The theorem, as formulated in the note, allows besides quadratic terms also…
Let $f(t_1,\ldots,t_n)$ be a nondegenerate integral quadratic form. We analyze the asymptotic behavior of the function $D_f(X)$, the number of integers of absolute value up to $X$ represented by $f$. When $f$ is isotropic or $n$ is at least…
We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum…
A real-space representation of the current response of many-electron systems with possible applications to x-ray nonlinear spectroscopy and magnetic susceptibilities is developed. Closed expressions for the linear, quadratic and third-order…
In this note, we consider matrices similar to $X$-form matrices, which are the matrices for which only the diagonal and the anti-diagonal elements can be different from zero. First, we give a characterization of these matrices using the…
We report on the development of a systematic variational perturbation theory for the euclidean path integral representation of the density matrix based on new smearing formulas for harmonic correlation functions. As a first application, we…
New results on comparison of distributions of Gaussian quadratic forms are presented
In this paper a new approach is derived in the context of shape theory. The implemented methodology is motivated in an open problem proposed in \citet{GM93} about the construction of certain shape density involving Euler hypergeometric…
In this article we study the Cauchy problem for a new class of parabolic-type pseudodifferential equations with variable coefficients for which the fundamental solutions are transition density functions of Markov processes in the four…