Related papers: Generalised matricvariate Pearson type II- distrib…
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…
Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
We provide a new and simple characterization of the multivariate generalized Laplace distribution. In particular, this result implies that the product of a Gaussian matrix with independent and identically distributed columns by an…
We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix,…
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…
The generalized parton distributions of the pion are studied within different light-front approaches for the quark-hadron and quark-photon vertices, exploring different kinematical regions in both the valence and non-valence sector. Moments…
Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
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)…
The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…
We analyze the form of the probability distribution function P_{n}^{(\beta)}(w) of the Schmidt-like random variable w = x_1^2/(\sum_{j=1}^n x^{2}_j/n), where x_j are the eigenvalues of a given n \times n \beta-Gaussian random matrix, \beta…
We study the level spacing distribution $P(S)$ of 2D real random matrices both symmetric as well as general, non-symmetric. In the general case we restrict ourselves to Gaussian distributed matrix elements, but different widths of the…
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…
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…