Related papers: Reforming the Wishart characteristic function
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
We interpret a formula established by Lapid-M\'{\i}nguez on real regular representations of ${\rm GL}_n$ over a local non-archimedean field as a matrix determinant. We use the Lewis Carroll determinant identity to prove new relations…
Interatomic potentials are essential to go beyond ab initio size limitations, but simulation results depend sensitively on potential parameters. Forward propagation of parameter variation is key for uncertainty quantification, whilst…
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…
This paper deals with the equation $-\Delta u+\mu u=f$ on high-dimensional spaces $\mathbb{R}^m$, where the right-hand side $f(x)=F(Tx)$ is composed of a separable function $F$ with an integrable Fourier transform on a space of a dimension…
The Laplace transform is a useful and powerful analytic tool with applications to several areas of applied mathematics, including differential equations, probability and statistics. Similarly to the inversion of the Fourier transform,…
We study matrix forms of quaternionic versions of the Fourier Transform and Convolution operations. Quaternions offer a powerful representation unit, however they are related to difficulties in their use that stem foremost from…
The aim of this paper is to gain a better understanding of weak and strong positivity for exterior forms on complex vector spaces. We prove a dimensionality reduction argument for positive forms, which allows us to restrict to the case of…
We give a combinatorial interpretation of the determinant of a matrix as a generating function over Brauer diagrams in two different but related ways. The sign of a permutation associated to its number of inversions in the Leibniz formula…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
We make a relativistic extension of the one-dimensional J-matrix method of scattering. The relativistic potential matrix is a combination of vector, scalar, and pseudo-scalar components. These are non-singular short-range potential…
Any positive power of the Laplacian is related via its Fourier symbol to a hypersingular integral with finite differences. We show how this yields a pointwise evaluation which is more flexible than other notions used so far in the…
The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a…
We give counterexamples to a problem of M. Kac in the Scottish Book, which asks whether a certain nonlinear operation on two characteristic functions characterizes Laplace distributions, in analogy with the Cram\'er--L\'evy theorem for…
Factorial Schur functions are generalizations of Schur functions that have, in addition to the usual variables, a second family of "shift" parameters. We show that a factorial Schur function times a deformation of the Weyl denominator may…
This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented through that of another. We show that a process admits a…
This paper examines the existence and region of convergence of Fourier transform of the functions of bicomplex variables with the help of projection on its idempotent components as auxiliary complex planes. Several basic properties of this…
We study the diffusion of complex Wishart matrices and derive a partial differential equation governing the behavior of the associated averaged characteristic polynomial. In the limit of large size matrices, the inverse Cole-Hopf transform…
We characterize real and complex functions which, when applied entrywise to square matrices, yield a positive definite matrix if and only if the original matrix is positive definite. We refer to these transformations as sign preservers.…