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The sum of Wishart matrices has an important role in multiuser communication employing multiantenna elements, such as multiple-input multiple-output (MIMO) multiple access channel (MAC), MIMO Relay channel, and other multiuser channels…

Information Theory · Computer Science 2018-03-13 S. Kumar , G. F. Pivaro , G. Fraidenraich , C. F. Dias

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…

Methodology · Statistics 2018-08-15 Michael P. B. Gallaugher , Paul D. McNicholas

Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ converges to the Tracy-Widom law as $ n, p $ (the dimensions of…

Probability · Mathematics 2007-05-23 Alexander Soshnikov

An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $\Psi$-fractional calculus. The operational calculus approach has proved useful…

Classical Analysis and ODEs · Mathematics 2020-08-11 Hafiz Muhammad Fahad , Mujeeb ur Rehman , Arran Fernandez

Matrix-variate distributions can intuitively model the dependence structure of matrix-valued observations that arise in applications with multivariate time series, spatio-temporal or repeated measures. This paper develops an…

Methodology · Statistics 2019-12-24 Geoffrey Z. Thompson , Ranjan Maitra , William Q. Meeker , Ashraf Bastawros

In this study, recently introduced generalized distribution functions are summarized and by using one of these distribution functions, namely generalized Planck distribution, an alternative approach to the generalized Planck law for the…

Statistical Mechanics · Physics 2015-06-25 Ugur Tirnakli , Fevzi Buyukkilic , Dogan Demirhan

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

Probability · Mathematics 2019-02-12 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…

Statistics Theory · Mathematics 2015-06-25 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic function of matrix variate skew normal distribution is then…

Statistics Theory · Mathematics 2021-03-10 Tong Pu , Narayanaswamy Balakrishnan , Chuancun Yin

The axiomatic formulation of quantum field theory (QFT) of the 1950's in terms of fields defined as operator valued Schwartz distributions is re-examined in the light of subsequent developments. These include, on the physical side, the…

Mathematical Physics · Physics 2007-05-23 H. Grosse , M. Oberguggenberger , I. T. Todorov

We study the tail bound of the emperical covariance of multivariate normal distribution. Following the work of (Gittens & Tropp, 2011), we provide a tail bound with a small constant.

Statistics Theory · Mathematics 2012-12-27 Shenghuo Zhu

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…

Probability · Mathematics 2017-05-12 Abdelhamid Hassairi , Sallouha Lajmi

We present here analytic expressions for the generalised Lindhard function, also referred to as Fermi Gas polarisation propagator, in a relativistic kinematic framework and in the presence of various resonances and vertices. Particular…

Nuclear Theory · Physics 2009-11-11 M. B. Barbaro , R. Cenni , M. R. Quaglia

The divergent series for a function defined through Lapalce integral and the ground state energy of the quartic anharmonic oscillator to large orders are studied to test the generalized binomial transform which is the renamed version of…

Quantum Physics · Physics 2017-03-08 Hirofumi Yamada

We provide the probability distribution function of matrix elements each of which is the inner product of two vectors. The vectors we are considering here are independently distributed but not necessarily Gaussian variables. When the number…

Statistical Mechanics · Physics 2015-06-24 Yi-Kuo Yu , Yi-Cheng Zhang

This paper provides bifactor gamma distribution, trivariate gamma distribution and two copula families on [0, 1] n obtained from the Laplace transforms of the multivariate gamma distribution and the multi-factor gamma distribution given by…

Statistics Theory · Mathematics 2016-11-23 Philippe Bernardoff

We present a generalization of the Li, Nunes and Vanderbilt density-matrix method to the case of a non-orthogonal set of basis functions. A representation of the real-space density matrix is chosen in such a way that only the overlap…

Condensed Matter · Physics 2009-10-22 R. W. Nunes , David Vanderbilt

We use the Laplace transform and the Gamma function to introduce a new integral transform and name it the Laplace-type transform possessing the property of mapping a function to a functional sequence, which cannot be achieved by the Laplace…

Classical Analysis and ODEs · Mathematics 2024-11-13 Slobodan B. Tričković , Miomir S. Stanković

This article provides a general expression for infinitely divisible multivariate gamma distributions defined by their Laplace transforms, as well as the conditional Laplace transform of infinitely divisible multivariate gamma…

Probability · Mathematics 2025-01-13 Philippe Bernardoff , Bénédicte Puig

The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…

Computation · Statistics 2023-05-15 Alfred Kume , Tomonari Sei , Andrew T. A. Wood
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