Related papers: On the regular conditional distribution of a multi…

For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…

The theory of random sets is demonstrated to prove useful for the theory of random operators. A random operator is here defined by requiring the graph to be a random set. It is proved that the spectrum and the set of eigenvalues of random…

Let $X,Y$ be normal bounded operators on a Hilbert space such that $e^X=e^Y$. If the spectra of $X$ and $Y$ are contained in the strip $\s$ of the complex plane defined by $|\Im(z)|\leq \pi$, we show that $|X|=|Y|$. If $Y$ is only assumed…

We establish an algorithm for a criterion of the diagonalisability of a matrix over a local field by a unitary matrix. For this sake, we define the notion of normality of a $p$-adic operator, and give several criteria for the normality. We…

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

Motivated by recent work of Au, C{\'e}bron, Dahlqvist, Gabriel, and Male, we study regularity properties of the distribution of a sum of two selfad-joint random variables in a tracial noncommutative probability space which are free over a…

A normal form transformation is carried out on the operators of a complete set of commuting observables in a multidimensional, integrable quantum system, mapping them by unitary conjugation into functions of the harmonic oscillators in the…

In this paper spectral theorems for not necessarily continuous normal and self-adjoint random operators on a complex separable Hilbert space are proved.

Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…

An adjoint pair is a pair of densely defined linear operators $A, B$ on a Hilbert space such that $\langle Ax,y\rangle=\langle x,By\rangle$ for $x\in \cD(A), y \in \cD(B).$ We consider adjoint pairs for which $0$ is a regular point for both…

Normalisation in probability theory turns a subdistribution into a proper distribution. It is a partial operation, since it is undefined for the zero subdistribution. This partiality makes it hard to reason equationally about normalisation.…

The covariance between real finite variance random variables can be expressed as the commutator of taking expectations and multiplying, both viewed as operators extended to act jointly on pairs of functions. The efficient influence curve of…

Let A be an arbitrary set. For any transformation T (self-map of A) let T(f)(x):=f(T(x)) (for all x in A) be the usual shift operator. A function g is called periodic, i.e., invariant mod T, if Tg=g (=Ig, where I is the identity operator).…

Finite rank perturbations $T=N+K$ of a bounded normal operator $N$ on a separable Hilbert space are studied thanks to a natural functional model of $T$; in its turn the functional model solely relies on a perturbation matrix/ characteristic…

This paper develops the theory of a sheaf of normal differential operators to a submanifold Y of a complex manifold X as a generalization of the normal bundle. We show that the global sections of this sheaf play an analogous role for formal…

In this paper, we extend Ando's theorem on paranormal operators, which states that if $ T \in \mathfrak{B}(\mathcal{H}) $ is a paranormal operator and there exists $ n \in \mathbb{N} $ such that $ T^n $ is normal, then $ T $ is normal. We…

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

We study the conditional distribution of low-dimensional projections from high-dimensional data, where the conditioning is on other low-dimensional projections. To fix ideas, consider a random d-vector Z that has a Lebesgue density and that…

A regular factor is a factor algebra of the unitriangular Lie algebra with respect to some regular ideal. In the paper we construct system of generators of the field of invariants for the coadjoint representation of an arbitrary regular…

Let $T$ be an adjointable operator between two Hilbert $C^*$-modules and $T^*$ be the adjoint operator of $T$. The polar decomposition of $T$ is characterized as $T=U(T^*T)^\frac12$ and $\mathcal{R}(U^*)=\overline{\mathcal{R}(T^*)}$, where…