Related papers: Generalised matricvariate $T$-distribution
This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (PD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two…
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the…
In this paper, we give an explicitdescription of a class of positive measures on symmetric conesdefined by their Laplace transforms in the framework of the Rieszintegrals. This work is motivated by the importance of thesemeasures in…
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by…
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…
The GUE Hypothesis, which concerns the distribution of zeros of the Riemann zeta-function, is used to evaluate some integrals involving the logarithmic derivative of the zeta-function. Some connections are shown between the GUE Hypothesis…
We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…
It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…
The purpose of this note is to verify that the results attained in [6] admit an extension to the multidimensional setting. Namely, for subsets of the two dimensional torus we find the sharp growth rate of the step(s) of a generalized…
In this paper, we introduce the statistically multiplicative convergent sequences in locally solid Riesz algebras with respect to the algebra multiplication and the solid topology. We study on this concept and we give the notion of…
We extend the classical Lebesgue-Riesz norm estimations for integral operators acting between different classical Lebesgue-Riesz spaces into the Grand Lebesgue Spaces, in the general case. As an example we consider matrix operators acting…
We study the random variables (r.v.) with values in the so-called mixed (anisotropic) Lebesgue-Riesz spaces: formulate the sufficient conditions for belonging of the r.v. to these spaces, estimate the tail of norms distribution, especially…
This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
In this paper we characterize the Gorenstein $t$-spread Veronese algebras.
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)…
In this note a review, some considerations and new results about maps with values in a distribution space and domain in a $\sigma$-finite measure space $X$, are obtained. In particular, it is a survey about Bessel, frames and bases (in…
Level-spacing distributions of the Gaussian Unitary Ensemble (GUE) of random matrix theory are expressed in terms of solutions of coupled differential equations. Series solutions up to order 50 in the level spacing are obtained, thus…
Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…
The Wishart distribution on an homogeneous cone is a generalization of the Riesz distribution on a symmetric cone which corresponds to a given graph. The paper extends to this distribution, the famous Olkin and Rubin characterization of the…