Related papers: The Smith Normal Form Distribution of a Random Int…
We present marginal cumulative distribution functions (CDF) for density matrices $\rho$ of fixed purity $\tfrac{1}{N}\le\mu_N(\rho)=\textrm{Tr}[\rho^2]\le 1$ for arbitrary dimension $N$. We give closed form analytic formulas for the cases…
The density of state for a complex $N\times N$ random matrix coupled to an external deterministic source is considered for a finite N, and a compact expression in an integral representation is obtained.
The standard model of particle physics lies in an enormous number of string vacua. In a nonperturbative formulation of string theory, various string vacua can, in principle, be compared dynamically, and the probability distribution over the…
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…
We give a polynomial bound on the spectral density function of a matrix over the complex group ring of Z^d. It yields an explicit lower bound on the Novikov-Shubin invariant associated to this matrix showing in particular that the…
This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…
We consider the problem of computing the nearest matrix polynomial with a non-trivial Smith Normal Form. We show that computing the Smith form of a matrix polynomial is amenable to numeric computation as an optimization problem.…
We present an algorithm for computing a Smith form with multipliers of a regular matrix polynomial over a field. This algorithm differs from previous ones in that it computes a local Smith form for each irreducible factor in the determinant…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
The average density of zeros for monic generalized polynomials, $P_n(z)=\phi(z)+\sum_{k=1}^nc_kf_k(z)$, with real holomorphic $\phi ,f_k$ and real Gaussian coefficients is expressed in terms of correlation functions of the values of the…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
This paper investigates the Smith normal form equivalence problem for multivariate polynomial matrices. Using methods from matrix theory and polynomial ideal theory, we prove that Frost and Storey's 1978 conjecture holds for a broad class…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
Given a matrix $A\in \mathrm{GL}_d(\mathbb{Z})$. We study the pseudorandomness of vectors $\mathbf{u}_n$ generated by a linear recurrent relation of the form $$ \mathbf{u}_{n+1} \equiv A \mathbf{u}_n \pmod {p^t}, \qquad n = 0, 1, \ldots, $$…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…
For a fixed rational number g, not equal to -1,0 or 1 and integers a and d we consider the set of primes p for which the order of g(mod p) is congruent to a(mod d). For d=4 and d=3 it is shown that, under the Generalized Riemann Hypothesis,…
This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…