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We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…

Probability · Mathematics 2012-05-27 Ke Wang

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in…

Machine Learning · Statistics 2017-10-20 Addison Hu , Sahand Negahban

Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…

Populations and Evolution · Quantitative Biology 2015-06-02 Duo-Fang Li , Tian-Guang Cao , Jin-Peng Geng , Li-Hua Qiao , Jian-Zhong Gu , Yong Zhan

The efficient modeling for disorder in a phenomena depends on the chosen score and objective functions. The main parameters in modeling are location, scale and shape. The exponential power distribution known as generalized Gaussian is…

Statistics Theory · Mathematics 2021-02-08 Mehmet Niyazi Çankaya

As several previous works have pointed out, the evolution of the wireless channels in multiple input multiple output systems can be advantageously modeled as an autoregressive process. Therefore, estimating the coefficients, and, in…

Signal Processing · Electrical Eng. & Systems 2022-04-01 Julia Vinogradova , Gábor Fodor , Peter Hammarberg

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Methodology · Statistics 2024-05-21 Alok Kumar Pandey , Alam Ali , Ashok Kumar Pathak

A recent problem of interest in inverse problems has been the study of eigenvalue problems arising from scattering theory and their potential use as target signatures in nondestructive testing of materials. Towards this pursuit we introduce…

Analysis of PDEs · Mathematics 2020-10-13 Samuel Cogar , Peter Monk

Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that $p(y|x)$ remains invariant. We refer to such…

Methodology · Statistics 2025-02-07 Yujin Jeong , Dominik Rothenhäusler

The distribution function for the intensity of radiation propagating in a random medium is analyzed for arbitrary multiplicity of scattering (for arbitrary relation between the distance of propagation and mean free path), including as…

Condensed Matter · Physics 2007-05-23 Eugene Kogan , Moshe Kaveh

We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…

Statistical Mechanics · Physics 2014-07-22 Piercesare Bernabó , Raffaella Burioni , Stefano Lepri , Alessandro Vezzani

The statistical scattering properties of wave transport in disordered waveguides are derived perturbatively within the transition matrix formalism. The limiting macroscopic statistic of the wave transport, emerges as a consequence of a…

Disordered Systems and Neural Networks · Physics 2015-11-26 M. Yépez , J. J. Sáenz

The intensity statistics of signals in the presence of Gaussian noise is obtained by studying the model of a random signal plus a random phasor sum. The additive Gaussian noise is shown to result in a Bessel transform of the probability…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. A. Chabanov

We investigate MIMO eigenmode transmission using statistical channel state information at the transmitter. We consider a general jointly-correlated MIMO channel model, which does not require separable spatial correlations at the transmitter…

Information Theory · Computer Science 2016-11-17 Xiqi Gao , Bin Jiang , Xiao Li , Alex B. Gershman , Matthew R. McKay

Given a set of transmission eigenvalues, its density function inversely determines the form of the indicator function. This is one application of the Cartwright's theory in inverse problems. We use the indicator function inversely to…

Analysis of PDEs · Mathematics 2013-07-02 Lung-Hui Chen

Working in the multi-type Galton-Watson branching-process framework we analyse the spread of a pandemic via a general multi-type random contact graph. Our model consists of several communities, and takes, as input, parameters that outline…

Statistical Mechanics · Physics 2023-06-14 Dor Minzer , Yaron Oz , Muli Safra , Lior Wainstain

A general theoretical framework is presented for analyzing information transmission over Gaussian channels with memoryless transceiver distortion, which encompasses various nonlinear distortion models including transmit-side clipping,…

Information Theory · Computer Science 2016-11-15 Wenyi Zhang

We investigate the enhanced microwave transmission through the array of metallic coaxial annular apertures (MCAAs) experimentally and theoretically. The even-mode and the odd-mode surface resonances are clarified from the spatial field…

Optics · Physics 2015-05-13 Zeyong Wei , Jinxin Fu , Yang Cao , Chao Wu , Hongqiang Li

Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…

Machine Learning · Computer Science 2024-12-12 Henry Li

For two large matrices ${\mathbf X}$ and ${\mathbf Y}$ with Gaussian i.i.d.\ entries and dimensions $T\times N_X$ and $T\times N_Y$, respectively, we derive the probability distribution of the singular values of $\mathbf{X}^T \mathbf{Y}$ in…

Statistics Theory · Mathematics 2025-08-29 Arabind Swain , Sean Alexander Ridout , Ilya Nemenman
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