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We study the problem of Quantum Likelihood Operators (LO) and their connection with quantum Fisher information (QFI). It is observed that the present approaches to this problem tacitly assume commutativity of parametrised density matrix…

Quantum Physics · Physics 2025-02-28 Kalyan B. Sinha , Ritabrata Sengupta

We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…

Probability · Mathematics 2017-01-27 Yong Chen , Yaozhong Hu , Zhi Wang

In this work we focus on substantial fractional integral and differential operators which play an important role in modeling anomalous diffusion. We introduce a new generalized substantial fractional integral. Generalizations of fractional…

Classical Analysis and ODEs · Mathematics 2019-07-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman

We present marginal cumulative distribution functions (CDF) for density matrices $\rho$ of fixed purity $\tfrac{1}{N}\le\mu_N(\rho)=\textrm{Tr}[\rho^2]\le 1$ for arbitrary dimension $N$. We give closed form analytic formulas for the cases…

This work concerns the construction and characterization of product kernels for multivariate approximation from a finite set of discrete samples. To this end, we consider composing different component kernels, each acting on a…

Numerical Analysis · Mathematics 2024-11-27 Kristof Albrecht , Juliane Entzian , Armin Iske

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

We study the measurement for the unambiguous discrimination of two mixed quantum states that are described by density operators $\rho_1$ and $\rho_2$ of rank d, the supports of which jointly span a 2d-dimensional Hilbert space. Based on two…

Quantum Physics · Physics 2009-11-13 Ulrike Herzog

We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of empirical correlation matrices that generalizes the…

Statistical Finance · Quantitative Finance 2008-12-02 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

Given a process with independent increments $X$ (not necessarily a martingale) and a large class of square integrable r.v. $H=f(X_T)$, $f$ being the Fourier transform of a finite measure $\mu$, we provide explicit Kunita-Watanabe and…

Probability · Mathematics 2012-02-06 Stéphane Goutte , Nadia Oudjane , Francesco Russo

The aim of this paper is to get the product Lp-estimates, weighted estimates and two-weighted estimates for rough multilinear fractional integral operators and rough multi-sublinear fractional maximal operators, respectively. The author…

Classical Analysis and ODEs · Mathematics 2018-01-17 Ferit Gurbuz

Let $X\in \mathbb{R}^p$ and $Y\in \mathbb{R}$ be two random variables. We estimate the conditional covariance matrix $\mathrm{Cov}\left(\mathrm{E}\left[\boldsymbol{X}\vert Y\right]\right)$ applying a plug-in kernel-based algorithm to its…

Methodology · Statistics 2018-02-13 Jean-Michel Loubes , Clement Marteau , Maikol Solís

We describe the representation of arbitrary density operators in terms of expectation values of simple projection operators. Two representations are presented which yield non--recursive schemes for experimentally determining the density…

Quantum Physics · Physics 2009-10-28 Ole Steuernagel , John A. Vaccaro

We study integrodifferential operators and regularity estimates for solutions to integrodifferential equations. Our emphasis is on kernels with a critically low singularity which does not allow for standard scaling. For example, we treat…

Analysis of PDEs · Mathematics 2015-08-03 Moritz Kassmann , Ante Mimica

Let ${\bf{w}}(t,x):=(u,v)(t,x),\ t>0,\ x\in \mathbb{R}^{n},$ be the $\mathbb{R}^2$-valued spatial-temporal random field ${\bf{w}}=(u, v)$ arising from a certain two-equation system of fractional kinetic equations of reaction-diffusion type,…

Probability · Mathematics 2010-04-27 Gi-Ren Liu , Narn-Rueih Shieh

In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…

Classical Analysis and ODEs · Mathematics 2020-03-31 Vitalii Makogin , Yuliya Mishura

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

Classical Analysis and ODEs · Mathematics 2017-02-07 Grzegorz Świderski

The integrated density of states (IDS) is a fundamental spectral quantity for quantum Hamiltonians modeling condensed matter systems, describing how densely energy levels are distributed. It can be interpreted as a volume-averaged spectral…

Statistics Theory · Mathematics 2026-02-23 Max Kämper , Christoph Schumacher , Fabian Schwarzenberger , Ivan Veselic

The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…

Information Theory · Computer Science 2019-11-27 Hongyang Du , Jiayi Zhang , Kostas P. Peppas , Hui Zhao , Bo Ai , Xiaodan Zhang

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…

Probability · Mathematics 2007-05-23 Uwe Franz , Remi Leandre , Rene Schott

A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density…

Information Theory · Computer Science 2018-02-14 Alan Wisler , Visar Berisha , Andreas Spanias , Alfred O. Hero