Related papers: Reforming the Wishart characteristic function

In this paper, in continuation of our work, on the determinants of cubic -matrix of order 2 and order 3, we have analyzed the possibilities of developing the concept of determinant of cubic-matrix with three indexes, studying the…

In [2] M. Farber constructed invariants of m-component boundary links with values in algebra of noncommutative rational functions. In this paper we simplify his constructions and express them by using noncommutative generalizations of…

We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are…

In recent years, a variety of useful extensions of the Wishart have been proposed in the literature for the purposes of studying Markov random fields/graphical models. In particular, generalizations of the Wishart, referred to as Type I and…

We study the set $M$ of all multiplicities of non-zero eigenvalues for the Laplace operator on a two-dimensional rectangle or torus. We show that for a rectangle with the side length ratio $r$, $M=\mathbb{N}$, the set of all positive…

We analytically compute the large-deviation probability of a diagonal matrix element of two cases of random matrices, namely $\beta=[\vec H^\dagger\vec H]^{-1}_{11}$ and $\gamma=[\vec I_N+\rho\vec H^\dagger\vec H]^{-1}_{11}$, where $\vec H$…

We initiate the study of goodness-of-fit testing when the data consist of positive definite matrices. Motivated by the recent appearance of the cone of positive definite matrices in numerous areas of applied research, including diffusion…

We introduce and explore a new class of stationary time series models for variance matrices based on a constructive definition exploiting inverse Wishart distribution theory. The main class of models explored is a novel class of stationary,…

The product of M complex random Gaussian matrices of size N has recently been studied by Akemann, Kieburg and Wei. They showed that, for fixed M and N, the joint probability distribution for the squared singular values of the product matrix…

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

From the irreducible decompositions' point of view, the structure of the cyclic $GL_n$-module generated by the $\alpha$-determinant degenerates when $\alpha=\pm \frac1k (1\leq k\leq n-1)$. In this paper, we show that $-\frac1k$-determinant…

Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…

Based on the recent developments in the irregular Riemann-Hilbert correspondence for holonomic D-modules and the Fourier-Sato transforms for enhanced ind-sheaves, we study the Fourier transforms of some irregular holonomic D-modules. For…

We consider random walks on the cone of $m \times m$ positive definite matrices, where the underlying random matrices have orthogonally invariant distributions on the cone and the Riemannian metric is the measure of distance on the cone. By…

The determinant of an $N \times N$ circulant matrix $M = {\rm CIRC}[x_0, x_1, ..., x_{N-1}$] can be expanded in the form det$ ~M= \sum C_{a_0 a_1 ...a_{N-1}} x_{a_0} x_{a_1}...x_{a_{N-1}}$. By using the generating function of a restricted,…

Birational properites of generically finite morphisms $X\rightarrow Y$ of algebraic varieties can be understood locally by a valuation of the function field of $X$. In finite extensions of algebraic local rings in characteristic zero…

We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.

If $A$ is an integer valued, strictly expansive matrix, then there exists an orthonormal $A$-wavelet whose Fourier transform is compactly supported and smooth. We show that strongly connected diagonally dominant integer matrices are…

Let $p$ be a prime. Suppose that integers $r$, $e$, $d$ such that $r \ge 2$, $e \ge 0$, $0 \le d \le p$ are given. Let $f(x)=s_0 x^r + s_1 x^{r-1} + \cdots + s_r$ be a generic polynomial of degree $r$ in characteristic $p$. We put…

This paper deals with the problem of factorizing integer powers of the Laplace operator acting on functions taking values in higher spin representations. This is a far-reaching generalization of the well-known fact that the square of the…