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A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of…

chao-dyn · Physics 2009-10-31 Weinan E , Eric Vanden Eijnden

We investigate the statistical distribution of Newtonian gravitational forces acting on a test particle embedded in an infinite, homogeneous, and uncorrelated random gas of point masses. Using order statistics, we derive the probability…

Statistical Mechanics · Physics 2026-04-21 Constantin Payerne , Vincent Rossetto

We present a new analytic calculation for the redshift-space evolution of the 1-point galaxy Probability Distribution Function (PDF). The nonlinear evolution of the matter density field is treated by second-order Eulerian perturbation…

Astrophysics · Physics 2009-10-31 Peter Watts , Andrew Taylor

The segment distribution around the center of gravity is derived for unperturbed ring polymers. We show that, although a small difference is observed, the exact distribution can be well approximated by the Gaussian probability distribution…

Soft Condensed Matter · Physics 2022-06-28 Kazumi Suematsu , Haruo Ogura , Seiichi Inayama , Toshihiko Okamoto

Padmanabhan (1996) has suggested a model to relate the nonlinear two - point correlation function to the linear two - point correlation function. In this paper, we extend this model in two directions: (1) By averaging over the initial…

Astrophysics · Physics 2015-06-24 Dipak Munshi , T. Padmanabhan

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

In non-linear scales, the matter density distribution is not Gaussian. Consequently, the widely used two-point correlation function is not adequate anymore to capture the matter density field's entire behaviour. Among all statistics beyond…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-20 Mohammad Ansari Fard , Zahra Baghkhani , Laya Ghodsi , Sina Taamoli , Farbod Hassani , Shant Baghram

This paper extends earlier work on the distribution in the complex plane of the roots of random polynomials. In this paper, the random polynomials are generalized to random finite sums of given "basis" functions. The basis functions are…

Probability · Mathematics 2016-08-04 Robert J. Vanderbei

There is a result of Diaconis and Freedman which says that, in a limiting sense, for large collections of high-dimensional data most one-dimensional projections of the data are approximately Gaussian. This paper gives quantitative versions…

Probability · Mathematics 2010-05-18 Elizabeth Meckes

Let $\left(\Omega,\Sigma,p\right)$ be a probability measure space and let $X:\Omega\to{\mathbb{R}}^k$ be a (vector valued) random variable. We suppose that the probability $p_X$ induced by $X$ is absolutely continuous with respect to the…

Probability · Mathematics 2021-12-06 Luigi Negro

We consider the problem of Gaussian approximation for the $\kappa$th coordinate of a sum of high-dimensional random vectors. Such a problem has been studied previously for $\kappa=1$ (i.e., maxima). However, in many applications, a general…

Statistics Theory · Mathematics 2026-03-04 Yixi Ding , Qizhai Li , Yuke Shi , Wei Zhang

We study the regularity of the probability density function of the supremum of the solution to the linear stochastic heat equation. Using a general criterion for the smoothness of densities for locally nondegenerate random variables, we…

Probability · Mathematics 2018-12-14 Robert Dalang , Fei Pu

A recent mode coupling theory of higher-order correlation functions is tested on a simple hard-sphere fluid system at intermediate densities. Multi-point and multi-time correlation functions of the densities of conserved variables are…

Statistical Mechanics · Physics 2009-11-07 Ramses van Zon , Jeremy Schofield

We determine the inner product on the Hilbert space of wavefunctions of the universe by imposing the Hermiticity of the quantum Hamiltonian in the context of the minisuperspace model. The corresponding quantum probability density reproduces…

High Energy Physics - Theory · Physics 2022-01-05 Alex Kehagias , Hervé Partouche , Nicolaos Toumbas

A pedagogical account of some aspects of Extreme Value Statistics (EVS) is presented from the somewhat non-standard viewpoint of Large Deviation Theory. We address the following problem: given a set of $N$ i.i.d. random variables…

Statistical Mechanics · Physics 2015-09-02 Pierpaolo Vivo

This paper begins with a description of methods for estimating image probability density functions that reflects the observation that such data is usually constrained to lie in restricted regions of the high-dimensional image space-not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-14 Peter Tu , Zhaoyuan Yang , Richard Hartley , Zhiwei Xu , Jing Zhang , Yiwei Fu , Dylan Campbell , Jaskirat Singh , Tianyu Wang

We present results of searching for the possible typical scales in the spatial distribution of QSOs. Our method is based on the second derivative of the two-point correlation function. This statistic is sensitive to the scale of the maximum…

Astrophysics · Physics 2009-10-22 Zugan Deng , Xiaoyang Xia , Li-Zhi Fang

The density distribution within molecular clouds offers critical insights into their underlying physical processes, which are essential for understanding star formation. As a statistical measure of column density on the cloud scale, the…

Astrophysics of Galaxies · Physics 2026-01-12 Yuchen Xing , Keping Qiu

In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme…

Statistical Mechanics · Physics 2022-12-13 Anh Dung Le , Alfred H. Mueller , Stéphane Munier