Related papers: The Beta-MANOVA Ensemble with General Covariance
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
This is a review of recent developments in the theory of beta ensembles of random matrices and their relations with conformal filed theory (CFT). There are (almost) no new results here. This article can serve as a guide on appearances and…
Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…
We consider discrete $\beta$-ensembles, as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for the empirical…
In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…
A generalized eigenvector of a hypermatrix, called the universal (U-) eigenvector, is proposed, which extended the notion of diagonal (D-) eigenvectors in the literature. Using the semi-tensor product, the homogeneous U-eigenequation can be…
We establish some identities in law for the convolution of a beta prime distribution with itself, involving the square root of beta distributions. The proof of these identities relies on transformations on generalized hypergeometric series…
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…
We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.
We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a…
This paper provides a framework for estimating the mean and variance of a high-dimensional normal density. The main setting considered is a fixed number of vector following a high-dimensional normal distribution with unknown mean and…
The general solution of the inverse Frobenius-Perron problem considering the construction of a fully chaotic dynamical system with given invariant density is obtained within the class of one-dimensional unimodal maps. Some interesting…
We present a different proof of the following identity due to Munarini, which generalizes a curious binomial identity of Simons. \begin{align*} \sum_{k=0}^{n}\binom{\alpha}{n-k}\binom{\beta+k}{k}x^k…
This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed independently with constant likelihood. We…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
This article explores the generalized analysis-of-variance or ANOVA dimensional decomposition (ADD) for multivariate functions of dependent random variables. Two notable properties, stemming from weakened annihilating conditions, reveal…
We introduce the sequence of generalized Gon\v{c}arov polynomials, which is a basis for the solutions to the Gon\v{c}arov interpolation problem with respect to a delta operator. Explicitly, a generalized Gon\v{c}arov basis is a sequence…
The assumption of independent subvectors arises in many aspects of multivariate analysis. In most real-world applications, however, we lack prior knowledge about the number of subvectors and the specific variables within each subvector.…
The Kaneko--Zagier conjecture describes a correspondence between finite multiple zeta values and symmetric multiple zeta values. Its refined version has been established by Jarossay, Rosen and Ono--Seki--Yamamoto. In this paper, we…