Related papers: Reforming the Wishart characteristic function
A famous result of Horn and Fitzgerald is that the $\beta$-th Hadamard power of any $n\times n$ positive semi-definite (p.s.d) matrix with non-negative entries is p.s.d $\forall \beta\geq n-2$ and is not necessarliy p.s.d for $\beta< n-2,$…
This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density…
The Wigner function formalism has been applied to the analysis of elastic scattering processes. The new element of known formalism is the choice of the phase space on which the Wigner function is defined. This phase space is 4-dimensional…
One can define Fourier multipliers on a Banach function space by using the direct and inverse Fourier transforms on $L^2(\mathbb{R}^n)$ or by using the direct Fourier transform on $S(\mathbb{R}^n)$ and the inverse one on $S'(\mathbb{R}^n)$.…
The strong dual space of linear continuous functionals on a weighted space G of infinitely differentiable functions defined on the real line is described in terms of their Fourier-Laplace transforms.
There is a digraph corresponding to every square matrix over $\mathbb{C}$. We generate a recurrence relation using the Laplace expansion to calculate the characteristic, and permanent polynomials of a square matrix. Solving this recurrence…
In this survey we discuss derivatives of the Wright functions (of the first and the second kind) with respect to parameters. Differentiation of these functions leads to infinite power series with coefficient being quotients of the digamma…
Fourier-positivity, i.e. the mathematical property that a function has a positive Fourier transform, can be used as a constraint on the parametrization of QCD dipole-target cross-sections or Wilson line correlators in transverse position…
Wishart random matrices with a sparse or diluted structure are ubiquitous in the processing of large datasets, with applications in physics, biology and economy. In this work we develop a theory for the eigenvalue fluctuations of diluted…
The space of positive definite symmetric matrices has been studied extensively as a means of understanding dependence in multivariate data along with the accompanying problems in statistical inference. Many books and papers have been…
Recently, the authors have proposed a new approach to the theory of random metrics, making an explicit link between probability measures on the space of metrics on a Kahler manifold and random matrix models. We consider simple examples of…
In a recent paper a class of infinite Jacobi matrices with discrete character of spectra has been introduced. With each Jacobi matrix from this class an analytic function is associated, called the characteristic function, whose zero set…
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…
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…
The problem of expressing a specific polynomial as the determinant of a square matrix of affine-linear forms arises from algebraic geometry, optimisation, complexity theory, and scientific computing. Motivated by recent developments in this…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
Using new combinatorial techniques, we significantly improve the previous results on asymptotic distributions and asymptotic free independence relations of partial transposes of Wishart random matrices. In particular, we give a necessary…
A new multivariate stochastic volatility estimation procedure for financial time series is proposed. A Wishart autoregressive process is considered for the volatility precision covariance matrix, for the estimation of which a two step…
This paper discusses the approximate distributions of eigenvalues of a singular Wishart matrix. We give the approximate joint density of eigenvalues by Laplace approximation for the hyper-geometric functions of matrix arguments.…
We study the eigenvalue of the Wishart matrix, which is created from a time series with temporal correlation. When there is no correlation, the eigenvalue distribution of the Wishart matrix is known as the Marchenko-Pastur distribution…