Related papers: Computation of the Marcum Q-function
In probability theory, the partition function is a factor used to reduce any probability function to a density function with total probability of one. Among other statistical models used to represent joint distribution, Markov random fields…
The main objective of the present paper is to introduce and study the function $_pR_q(A, B; z)$ with matrix parameters and investigate the convergence of this matrix function. The contiguous matrix function relations, differential formulas…
The matrix $p \rightarrow q$ norm is a fundamental quantity appearing in a variety of areas of mathematics. This quantity is known to be efficiently computable in only a few special cases. The best known algorithms for approximately…
The evaluation of integral transforms of special functions is required in different research and practical areas. Analyzing the $\kappa$-$\mu$ fading distribution also khown as the generalized Rician distribution, we find out that the…
In this paper, we present a comprehensive study of the monotonicity and log-concavity of the generalized Marcum and Nuttall Q-functions. More precisely, a simple probabilistic method is firstly given to prove the monotonicity of these two…
In this paper, we describe an algorithm for approximating functions of the form $f(x)=\int_{a}^{b} x^{\mu} \sigma(\mu) \, d \mu$ over $[0,1]$, where $\sigma(\mu)$ is some signed Radon measure, or, more generally, of the form $f(x) =…
Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…
This paper deals with efficient numerical methods for computing the action of the generating function of Bernoulli polynomials, say $q(\tau,w)$, on a typically large sparse matrix. This problem occurs when solving some non-local boundary…
A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known…
The fractional q-calculus is the q-extension of the ordinary fractional calculus and dates back to early 20-th century. The theory of q-calculus operators are used in various areas of science such as ordinary fractional calculus, optimal…
Special functions have been used widely in many problems of applied sciences. However, there are considerable numbers of problems in which exact solutions could not be achieved because of undefined sums or integrals involving special…
Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…
A task-based formulation of Scalable Universal Matrix Multiplication Algorithm (SUMMA), a popular algorithm for matrix multiplication (MM), is applied to the multiplication of hierarchy-free, rank-structured matrices that appear in the…
A factor-graph representation of quantum-mechanical probabilities (involving any number of measurements) is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not…
The perimeter and area generating functions of exactly solvable polygon models satisfy q-functional equations, where q is the area variable. The behaviour in the vicinity of the point where the perimeter generating function diverges can…
The computation and inversion of the noncentral beta distribution $B_{p,q}(x,y)$ (or the noncentral $F$-distribution, a particular case of $B_{p,q}(x,y)$) play an important role in different applications. In this paper we study the…
Algorithms for the numerical evaluation of the incomplete gamma function ratios $P(a,x)=\gamma(a,x)/\Gamma(a)$ and $Q(a,x)=\Gamma(a,x)/\Gamma(a)$ are described for positive values of $a$ and $x$. Also, inversion methods are given for…
The $q$-calculus is reformulated in terms of the umbral calculus and of the associated operational formalism. We show that new and interesting elements emerge from such a restyling. The proposed technique is applied to a different…
We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…
In this paper we describe an algorithm and a Fortran 90 module ({\bf Conical}) for the computation of the conical function $P^m_{-\tfrac12+i\tau}(x)$ for $x>-1$, $m \ge 0$, $\tau >0$. These functions appear in the solution of Dirichlet…