Related papers: What Intraclass Covariance Structures Can Symmetri…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…
Given a feature set for the shape of a closed loop, it is natural to ask which features in that set do not change when the starting point of the path is moved. For example, in two dimensions, the area enclosed by the path does not depend on…
The quantum concurrence of $SU(2) \otimes SU(2)$ spin-parity states is shown to be invariant under $SO(1,3)$ Lorentz boosts and $O(3)$ rotations when the density matrices are constructed in consonance with the covariant probabilistic…
We derive the distribution of the eigenvalues of a large sample covariance matrix when the data is dependent in time. More precisely, the dependence for each variable $i=1,...,p$ is modelled as a linear process…
We investigate the iterated Kronecker product of a square matrix with itself and prove an invariance property for symmetric subspaces. This motivates the definition of an iterated symmetric Kronecker product and the derivation of an…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…
Consider an integer associated with every subset of the set of columns of an $n\times k$ matrix. The collection of those matrices for which the rank of a union of columns is the predescribed integer for every subset, will be denoted by…
We introduce a multivariate analogue of Bernoulli polynomials and give their fundamental properties: difference and differential relations, symmetry, explicit formula, inversion formula, multiplication theorem, and binomial type formula.…
We study the singularity probability of random integer matrices. Concretely, the probability that a random $n \times n$ matrix, with integer entries chosen uniformly from $\{-m,\ldots,m\}$, is singular. This problem has been well studied in…
In this manuscript we consider random objects being measured in multiple metric spaces, which may arise when those objects may be measured in multiple distinct ways. In this new multivariate setting, we define a Fr\'echet covariance and…
I give the details of some conjectures regarding Schubert calculus in Lie types B and D. Specifically, I conjecture rules for Schubert structure constants $c_{u,v}^w$ when $X_{w_0u}^v$ is a Richardson variety stable under the spherical Levi…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
We consider the space of countable structures with fixed underlying set in a given countable language. We show that the number of ergodic probability measures on this space that are $S_\infty$-invariant and concentrated on a single…
Let m_{n} and m_{n-1} be an n mean and an n-1 mean, respectively, n\geq3. If x=(x_{1},...,x_{n}), let {\pi}_{\neqj}x=(x_{1},...,x_{j-1},x_{j+1},...,x_{n}). m_{n-1} and m_{n} are said to form a type 1 invariant pair if…
We describe the mathematical properties of pairwise comparisons matrices with coefficients in an arbitrary group. We provide a vocabulary adapted for the description of main algebraic properties of inconsistency maps, describe an example…
We consider uniformly strongly elliptic systems of the second order with bounded coefficients. First, sufficient conditions for the invariance of convex bodies obtained for linear systems without zero order term in bounded domains and…
Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…
Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…