English
Related papers

Related papers: Some probability inequalities for multivariate gam…

200 papers

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

For a Reinhardt domain $\Omega$ with the smooth boundary in $\mathbb{C}^{m+1}$ and a positive smooth measure $\mu$ on the boundary of $\Omega$, we consider the ensemble $P_{N}$ of polynomials of degree $N$ with the Gaussian probability…

Complex Variables · Mathematics 2015-03-20 Arash Karami

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found…

Disordered Systems and Neural Networks · Physics 2009-11-10 J. Staering , B. Mehlig , Yan V. Fyodorov , J. M. Luck

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

Probability · Mathematics 2023-12-12 Chris A. J. Klaassen

In this paper we investigate the monotonicity properties related to the ratio of gamma functions, from which some related asymptotics and inequalities are established. Some special cases also confirm the conjectures of C.-P. Chen…

Classical Analysis and ODEs · Mathematics 2021-04-06 Nian Hong Zhou , Da-Wei Niu

Distance correlation is a recent extension of Pearson's correlation, that characterises general statistical independence between Euclidean-space-valued random variables, not only linear relations. This review delves into how and when…

Statistics Theory · Mathematics 2020-09-30 Fernando Castro-Prado , Wenceslao González-Manteiga

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample…

Statistics Theory · Mathematics 2015-03-17 Artur Lemonte , Silvia Ferrari

In the literature on $f(T)$ gravity, the status of local Lorentz invariance and the number of physical degrees of freedom have been controversial issues. Relying on a detailed Hamiltonian analysis, we show that there are several scenarios…

General Relativity and Quantum Cosmology · Physics 2021-09-24 Milutin Blagojević , James M. Nester

Let A be an n*n random matrix with mean zero and independent inhomogeneous non-constant subgaussian entries. We get that for any k<c\sqrt{n}, the probability of the matrix has a lower rank than n-k that is sub-exponential. Furthermore, we…

Probability · Mathematics 2025-01-28 Guozheng Dai , Zeyan Song , Hanchao Wang

A probabilistic generative network model with $n$ nodes and $m$ overlapping layers is obtained as a superposition of $m$ mutually independent Bernoulli random graphs of varying size and strength. When $n$ and $m$ are large and of the same…

Probability · Mathematics 2021-06-01 Mindaugas Bloznelis , Joona Karjalainen , Lasse Leskelä

Colored multiset Eulerian polynomials are a common generalization of MacMahon's multiset Eulerian polynomials and the colored Eulerian polynomials, both of which are known to satisfy well-studied distributional properties including…

Combinatorics · Mathematics 2025-07-29 Danai Deligeorgaki , Bin Han , Liam Solus

We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…

Quantum Physics · Physics 2007-05-23 E. G. Beltrametti , S. Bugajski

Likelihood fitting to two-point clustering statistics made from galaxy surveys usually assumes a multivariate normal distribution for the measurements, with justification based on the central limit theorem given the large number of…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-23 Mike Shengbo Wang , Will J. Percival , Santiago Avila , Robert Crittenden , Davide Bianchi

We count the asymptotic number of triangles in uniform random graphs where the degree distribution follows a power law with degree exponent $\tau\in(2,3)$. We also analyze the local clustering coefficient $c(k)$, the probability that two…

Probability · Mathematics 2018-12-12 Pu Gao , Remco van der Hofstad , Angus Southwell , Clara Stegehuis

In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…

Mathematical Physics · Physics 2013-02-26 J. -F. Bercher

For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…

Statistics Theory · Mathematics 2021-09-22 Rebecca E Morrison , Ricardo Baptista , Estelle L Basor

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. A. Chabanov , A. Z. Genack

In this article, we study random graphs with a given degree sequence $d_1, d_2, \cdots, d_n$ from the configuration model. We show that under mild assumptions of the degree sequence, the spectral distribution of the normalized Laplacian…

Probability · Mathematics 2024-12-04 Shuyi Wang , Kevin Li , Jiaoyang Huang

Consider a random recusive tree with n vertices. We show that the number of vertices with even depth is asymptotically normal as n tends to infinty. The same is true for the number of vertices of depth divisible by m for m=3, 4 or 5; in all…

Probability · Mathematics 2007-05-23 Svante Janson