Related papers: Beta-hypergeometric probability distribution on sy…

We introduce the beta model for random hypergraphs in order to represent the occurrence of multi-way interactions among agents in a social network. This model builds upon and generalizes the well-studied beta model for random graphs, which…

We discuss Bayesian inference for a known-mean Gaussian model with a compound symmetric variance-covariance matrix. Since the space of such matrices is a linear subspace of that of positive definite matrices, we utilize the methods of…

Inspired by certain interesting recent extensions of the gamma, beta and hypergeometric matrix functions, we introduce here new extension of the gamma and beta matrix function. We also introduce new extensions of the Gauss hypergeometric…

In a recent paper (Asci \textit{et al.}, 2008) it has been shown that certain random continued fractions have a density which is a product of a beta density and a hypergeometric function $_{2}F_{1}$. In the present paper we fully exploit a…

Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…

For statistical analysis of network data, the $\beta$-model has emerged as a useful tool, thanks to its flexibility in incorporating nodewise heterogeneity and theoretical tractability. To generalize the $\beta$-model, this paper proposes…

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

In this paper, we present an algorithm of simple exponential growth called COPOMATRIX for determining the copositivity of a real symmetric matrix. The core of this algorithm is a decomposition theorem, which is used to deal with simplicial…

We show that the random matrix theory with non-integer "symmetry parameter" beta describes the statistics of transport parameters of strongly disordered two dimensional systems.

We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…

We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…

It is shown that for positive real numbers $ 0<\lambda_{1}<\dots<\lambda_{n}$, $\left[\frac{1}{\beta({\lambda_i}, {\lambda_j})}\right]$, where $ \beta(\cdot,\cdot)$ denotes the beta function, is infinitely divisible and totally positive.…

We present efficient numerical techniques for calculation of eigenvalue distributions of random matrices in the beta-ensembles. We compute histograms using direct simulations on very large matrices, by using tridiagonal matrices with…

Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…

The skewing mechanism of Azzalini for continuous distributions is used for the first time to derive a new generalization of the geometric distribution. Various structural properties of the proposed distribution are investigated.…

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection…

In this paper, the exact distribution of the largest eigenvalue of a singular random matrix for multivariate analysis of variance (MANOVA) is discussed. The key to developing the distribution theory of eigenvalues of a singular random…