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We consider the quantum expectation value \mathcal{A}=\<\psi|A|\psi\> of an observable A over the state |\psi\> . We derive the exact probability distribution of \mathcal{A} seen as a random variable when |\psi\> varies over the set of all…

Quantum Physics · Physics 2015-06-04 Lorenzo Campos Venuti , Paolo Zanardi

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

Probability · Mathematics 2012-02-09 Alexander Goldenshluger , Oleg Lepski

Every diagonalmatrix D yields an endomorphism on the n-dimensional complex vectorspace. If one provides this space with Hoelder norms, we can compute the operator norm of D. We define homogeneous weighted spaces as a generalization of…

Functional Analysis · Mathematics 2011-09-13 Volker Thürey

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…

Probability · Mathematics 2010-06-16 Djalil Chafai

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

Probability · Mathematics 2020-03-18 Joseph Squillace

Position probability distribution of a set of massive mutually exclusive particles in one dimension has been defined. Examples with a given two mutually exclusive particles system are considered. It is emphasized that quantum particles at…

Quantum Physics · Physics 2016-10-28 Rasool Kheiry , Shahram Salehi

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite number of points. In this paper, firstly a general approach to this process is outlined using…

Probability · Mathematics 2022-01-26 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

The standard method of transforming a continuous distribution on the line to the uniform distribution on the unit interval is the probability integral transform. Analogous transforms exist on compact Riemannian manifolds, in that, for each…

Statistics Theory · Mathematics 2018-11-13 P. E. Jupp , A. Kume

Stern's diatomic sequence with its intrinsic repetition and refinement structure between consecutive powers of $2$ gives rise to a rather natural probability measure on the unit interval. We construct this measure and show that it is purely…

Number Theory · Mathematics 2018-03-19 Michael Baake , Michael Coons

We prove effective density of random walks on homogeneous spaces, assuming that the underlying measure is supported on matrices generating a dense subgroup and having algebraic entries. The main novelty is an argument passing from high…

Probability · Mathematics 2024-01-17 Wooyeon Kim , Constantin Kogler

We show that the unitary operator on a separable Hilbert space is a parametrization of any conditional probability measure in a standard measure space. We propose unitary inference, a generalization of Bayesian inference. We study…

General Physics · Physics 2023-10-13 Leonardo Pedro

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

We propose the Generalized Probabilistic U-Net, which extends the Probabilistic U-Net by allowing more general forms of the Gaussian distribution as the latent space distribution that can better approximate the uncertainty in the reference…

Computer Vision and Pattern Recognition · Computer Science 2022-07-27 Ishaan Bhat , Josien P. W. Pluim , Hugo J. Kuijf

In physics, it is sometimes desirable to compute the so-called \emph{Density Of States} (DOS), also known as the \emph{spectral density}, of a real symmetric matrix $A$. The spectral density can be viewed as a probability density…

Numerical Analysis · Mathematics 2014-10-07 Lin Lin , Yousef Saad , Chao Yang

Normalized eigenvalue counting measure of the sum of two Hermitian (or real symmetric) matrices $A_{n}$ and $B_{n}$ rotated independently with respect to each other by the random unitary (or orthogonal) Haar distributed matrix $U_{n}$ (i.e.…

Mathematical Physics · Physics 2016-08-15 L. Pastur , V. Vasilchuk

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi
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