Related papers: Generalised matricvariate $T$-distribution
In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…
The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…
Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $\sigma_1$ of…
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…
We obtain results concerning the so-called factorization for the convergence of random variables almost everywhere (almost surely or with probability one), belonging to the classical Lebesgue-Riesz spaces and we extend these results to the…
By using the Zubarev nonequilibrium statistical operator method, and the Liouville equation with fractional derivatives, a generalized diffusion equation with fractional derivatives is obtained within the Renyi statistics. Averaging in…
Assume that X is a set of sample statistics which follow a special case Central Limit Theorem, namely: as the sample size n increases the corresponding distribution becomes multivariate Normal with the mean (of each X) equal to zero and…
Distributive skew lattices satisfying $x\wedge (y\vee z)\wedge x = (x\wedge y\wedge x) \vee (x\wedge z\wedge x)$ and its dual are studied, along with the larger class of linearly distributive skew lattices, whose totally preordered…
We establish conditions on the parameters which are both necessary and sufficient in order that Besov and Triebel-Lizorkin spaces of generalized smoothness contain only regular distributions. We also connect this with the possibility of…
In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…
We investigate the distribution of the logarithmic derivative of the Riemann zeta-function on the line Re(s)=\sigma, where \sigma, lies in a certain range near the critical line \sigma=1/2. For such \sigma, we show that the distribution of…
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions with two matrix arguments and provide convergence…
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also…
This paper is divided into two parts. In the first part, we develop a general method for expressing ranks of matrix expressions that involve Moore-Penrose inverses, group inverses, Drazin inverses, as well as weighted Moore-Penrose inverses…
We investigate the distribution of the zeros of partial sums of the Riemann zeta-function, sum_{n\leq X}n^{-s}, estimating the number of zeros up to height T, the number of zeros to the right of a given vertical line, and other aspects of…
Modern datasets are often in the form of matrices or arrays,potentially having correlations along each set of data indices. For example, data involving repeated measurements of several variables over time may exhibit temporal correlation as…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
We derive in this article the exact non-asymptotical exponential and power estimates for self-normalized sums of centered independent random variables (r.v.) under natural norming. We will use also the theory of the so-called Grand Lebesgue…
Let $\nu=(\nu_1,\ldots,\nu_n)\in (-1,\vc)^n$, $n\ge 1$, and let $\mathcal{L}_\nu$ be a self-adjoint extension of the differential operator \[ L_\nu := \sum_{i=1}^n \left[-\frac{\partial^2}{\partial x_i^2} + x_i^2 + \frac{1}{x_i^2}(\nu_i^2 -…
Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…