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A symmetric positive semi-definite matrix A is called completely positive if there exists a matrix B with nonnegative entries such that A=BB^T. If B is such a matrix with a minimal number p of columns, then p is called the cp-rank of A. In…
We report here an extension of a previous work in which we have shown that matrix models provide a tool to compute the intersection numbers of p-spin curves. We discuss further an extension to half-integer p, and in more details for p=1/2…
Principal variables analysis (PVA) is a technique for selecting a subset of variables that capture as much of the information in a dataset as possible. Existing approaches for PVA are based on the Pearson correlation matrix, which is not…
This paper deals with the following nonlocal system of equations: \begin{align}\tag{$\mathcal S$}\label{MAT1} (-\Delta_p)^s u = \frac{\alpha}{p_s^*}|u|^{\alpha-2}u|v|^{\beta}+f(x) \text{ in } \mathbb{R}^{d}, \, (-\Delta_p)^s v =…
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…
In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…
Recently the termed \emph{multimatrix variate distributions} were proposed in \citet{dgcl:24a} as an alternative for univariate and vector variate copulas. The distributions are based on sample probabilistic dependent elliptically countered…
We derive out naturally some important distributions such as high order normal distributions and high order exponent distributions and the Gamma distribution from a geometrical way. Further, we obtain the exact mean-values of integral form…
We prove a nonlocal, nonlinear commutator estimate concerning the transfer of derivatives onto testfunctions. For the fractional $p$-Laplace operator it implies that solutions to certain degenerate nonlocal equations are higher…
The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
We study the weighted Poincar\'e constant $C(p,w)$ of a probability density $p$ with weight function $w$ using integration methods inspired by Stein's method. We obtain a new version of the Chen-Wang variational formula which, as a…
Recent work has explored data thinning, a generalization of sample splitting that involves decomposing a (possibly matrix-valued) random variable into independent components. In the special case of a $n \times p$ random matrix with…
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the pdf is not yet known. As a first result of this work, an explicit analytic expression for the density…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…
In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…