Related papers: Generalised matricvariate $T$-distribution
As alternatives to the normal distributions, $t$ distributions are widely applied in robust analysis for data with outliers or heavy tails. The properties of the multivariate $t$ distribution are well documented in Kotz and Nadarajah's…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
Based on the Gale-Ryser theorem for the existence of suitable $(0,1)$-matrices for different partitions of a natural number, we revisit the classical result of G. G. Lorentz regarding the characterization of a plane measurable set, in terms…
The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…
We study the joint distributions of translated measures supported on leaves which are expanded by subgroups of diagonal matrices and generalize previous results of Kleinbock--Margulis, Dabbs--Kelly--Li, and Shi. More specifically, we…
Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…
We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…
We shall say that a bounded linear operator $T$ acting on a Banach space $X$ admits a generalized Kato-Riesz decomposition if there exists a pair of $T$-invariant closed subspaces $(M,N)$ such that $X=M\oplus N$, the reduction $T_M$ is Kato…
Riemannian Gaussian distributions were initially introduced as basic building blocks for learning models which aim to capture the intrinsic structure of statistical populations of positive-definite matrices (here called covariance…
Generalised uncorrelated Wishart matrices are formed out of rectangular standard Gaussian data matrices with a certain pattern of zero entries. Development of the theory in the real and complex cases has proceeded along separate line. For…
For $2\le p<\infty$ we show the lower estimates \[ \|A^{\frac 12}x\|_p \kl c(p)\max\{\pl \|\Gamma(x,x)^{{1/2}}\|_p,\pl \|\Gamma(x^*,x^*)^{{1/2}}\|_p\} \] for the Riesz transform associated to a semigroup $(T_t)$ of completely positive maps…
Here, we study some measures that can be represented by infinite Riesz products of 1-periodic functions and are related to the doubling map. We show that these measures are purely singular continuous with respect to Lebesgue measure and…
We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…
We study measure-theoretical aspects of torus piecewise isometries. Not much is known about this type of dynamical systems, except for the special case of one-dimensional interval exchange mappings. The last case is fundamentally different…
Let $f$ be a normalized Hecke-Maass cusp form of weight zero for the group $SL_2(\mathbb Z)$. This article presents several quantitative results about the distribution of Hecke eigenvalues of $f$. Applications to the $\Omega_{\pm}$-results…
We give a formula for the tail of the distribution of the non-commutative Rademacher series, which generalizes the result that is already available in the commutative case. As a result, we are able to calculate the norm of these series in…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
We investigate the distribution of positive and negative values of Hardy's function $$ Z(t) := \zeta(1/2+it){\chi(1/2+it)}^{-1/2}, \quad \zeta(s) = \chi(s)\zeta(1-s). $$ In particular we prove that $$ \mu\bigl(I_{+}(T,T)\bigr) \;\gg T\;…
We study an $\ell$-adic Galois analogue of the distribution formulas for polylogarithms with special emphasis on path dependency and arithmetic behaviors. As a goal, we obtain a notion of certain universal Kummer-Heisenberg measures that…
We compute the limiting statistical distribution of the eigenvalues of sequences of matrices whose entries satisfy what we call a vanishing mean variation condition and are $\mu$-distributed for some probability measure. As an application…