Related papers: Principal angles between random subspaces and poly…
We extend Jordan's notion of principal angles to work for two subspaces of quaternionic space, and so have a method to analyze two orthogonal projections in M_n(A) for A the real, complex or quaternionic field (or skew field). From this we…
We introduce the notion of angular values for deterministic linear difference equations and random linear cocycles. We measure the principal angles between subspaces of fixed dimension as they evolve under nonautonomous or random linear…
The study of "random segments" is a classic issue in geometrical probability, whose complexity depends on how it is defined. But in apparently simple models, the random behavior is not immediate. In the present manuscript the following…
The spread between two lines in rational trigonometry replaces the concept of angle, allowing the complete specification of many geometrical and dynamical situations which have traditionally been viewed approximately. This paper…
We outline a general procedure on how to apply random positive linear operators in nonparametric estimation. As a consequence, we give explicit confidence bands and intervals for a distribution function $F$ concentrated on $[0,1]$ by means…
We consider the product of two independent randomly rotated projectors. The square of its radial part turns out to be distributed as a Jacobi ensemble. We study its global and local properties in the large dimension scaling relevant to free…
We investigate connections between the geometry of linear subspaces and the convergence of the alternating projection method for linear projections. The aim of this article is twofold: in the first part, we show that even in Euclidean…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…
Let $a_{1},...,a_{n}, b_{1},...,b_{n}$ be random variables in some (non-commutative) probability space, such that $\{a_{1}, ..., a_{n} \}$ is free from $\{b_{1}, ..., b_{n} \}$. We show how the joint distribution of the $n$-tuple $(a_{1}…
We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…
Let A be a unital $C^*$-algebra, given together with a specified state $\phi:A \to C$. Consider two selfadjoint elements a,b of A, which are free with respect to $\phi$ (in the sense of the free probability theory of Voiculescu). Let us…
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…
One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…
We first review the definition of the angle between subspaces and how it is computed using matrix algebra. Then we introduce the Grassmann and Clifford algebra description of subspaces. The geometric product of two subspaces yields the full…
This paper studies the asymptotic behaviors of the pairwise angles among n randomly and uniformly distributed unit vectors in R^p as the number of points n -> infinity, while the dimension p is either fixed or growing with n. For both…
We provide a complete structure theorem for involutory matrices. This yields a new approach to principal angles between subspaces and provide a series of nice formulae for these angles.
Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…
Let $X_1,...,X_n$ be i.i.d. observations, where $X_i=Y_i+\sigma Z_i$ and $Y_i$ and $Z_i$ are independent. Assume that unobservable $Y$'s are distributed as a random variable $UV,$ where $U$ and $V$ are independent, $U$ has a Bernoulli…
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…