Related papers: A Remark on Wick Ordering of Random Variables

A rearrangement of $n$ independent uniform $[0,1]$ random variables is a sequence of $n$ random variables $Y_1,...,Y_n$ whose vector of order statistics has the same distribution as that for the $n$ uniforms. We consider rearrangements…

A difficult problem in the theory of random tensors is to calculate the expectation values of polynomials in the tensor entries, even in the large N limit and in a Gaussian distribution. Here we address this issue, focusing on a family of…

Wick's theorem, known for yielding normal ordered from time-ordered bosonic fields may be generalized for a simple relationship between any two orderings that we define over canonical variables, in a broader sense than before. In this broad…

We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the…

In this work, we consider two sets of dependent variables $\{X_{1},\ldots,X_{n}\}$ and $\{Y_{1},\ldots,Y_{n}\}$, where $X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i})$ and $Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i})$, for $i=1,\ldots, n$, which are…

Which permutations of a probability distribution on integers minimize variance? Let $X$ be a random variable on a set of integers $\{x_1, \dots, x_N\}$ such that $\mathbb{P}(X_i = x_i) = p_i$, $i \in \{1,\dots,N\}$. Let $(p^{(1)}, \dots,…

Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…

Define a random variable $\xi_n$ by choosing a conjugacy class $C$ of the Sylow $p$-subgroup of $S_{p^n}$ by random, and let $\xi_n$ be the logarithm of the order of an element in $C$. We show that $\xi_n$ has bounded variance and mean…

We discuss a new stochastic ordering for the sequence of independent random variables. It generalizes the stochastic precedence order that is defined for two random variables to the case $n>2$. All conventional stochastic orders are…

We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…

Let $S=\mathbb{T}^d$ be a torus and $\mu$ the probability distribution of a L\'evy white noise field $x:S\rightarrow\mathbb{R}$. Using projective limit measures we address the problem of making sense of $\mathrm{e}^{-T(x)}$, where $T(x) =…

We associate to a semisimple complex Lie algebra $\mathfrak{g}$ a sequence of polynomials $P_{\ell,\mathfrak{g}}(x)\in\mathbb{Q}[x]$ in $r$ variables, where $r$ is the rank of $\mathfrak{g}$ and $\ell=0,1,2,\ldots $. The polynomials…

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…

For words in the variables $X$ and $Y$ satisfying the commutation relation of the $q$-deformed generalized Ore algebra, $XY-qYX= \mu I + \nu Y$, we show that the corresponding normal ordering coefficients can be given an interpretation in…

Random paths are time continuous interpolations of random walks. By using Littelmann path model, we associate to each irreducible highest weight module of a Kac Moody algebra g a random path W. Under suitable hypotheses, we make explicit…

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…

The classification problem of $P$- and $Q$-polynomial association schemes has been one of the central problems in algebraic combinatorics. Generalizing the concept of $P$- and $Q$-polynomial association schemes to multivariate cases, namely…

Let $x_1, \dots, x_n$ be $n$ independent and identically distributed random variables with mean zero, unit variance, and finite moments of all remaining orders. We study the random polynomial $p_n$ having roots at $x_1, \dots, x_n$. We…

Let $(X_1,\ldots,X_n)$ be an exchangeable random vector with distribution function $F$, and denote by $Y_1\leq \cdots\leq Y_n$ the corresponding order statistics. We show that the conditional distribution of $(X_1,\ldots,X_n)$ given…