Related papers: Multidimensional probability inequalities via sphe…
Random sets are used to get a continuous partition of the cardinality of the union of many overlapping sets. The formalism uses M\"obius transforms and adapts Shapley's methodology in cooperative game theory, into the context of set theory.…
Most of the work on checking spherical symmetry assumptions on the distribution of the $p$-dimensional random vector $Y$ has its focus on statistical tests for the null hypothesis of exact spherical symmetry. In this paper, we take a…
This paper studies the problem of identifying directions of axial symmetry in multivariate distributions. Theoretical results are derived on how the measure or cardinality of the set of symmetry directions relates to spherical symmetry. The…
Taking several statistical examples, in particular one involving a choice of experiment, as points of departure, and making symmetry assumptions, the link towards quantum theory developed in Helland (2005a,b) is surveyed and clarified. The…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…
A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…
In this paper, we introduce the concept of isotropic Hilbert-valued spherical random field, thus extending the notion of isotropic spherical random field to an infinite-dimensional setting. We then establish a spectral representation…
We will formulate and prove a generalization of the isoperimetric inequality in the plane. Using this inequality we will construct an unitary space - and in consequence - an isomorphic copy of a separable infinite dimensional Hilbert space,…
We imagine an experiment on an unknown quantum mechanical system in which the system is prepared in various ways and a range of measurements are performed. For each measurement M and preparation rho the experimenter can determine, given…
We extend a classical test of subsphericity, based on the first two moments of the eigenvalues of the sample covariance matrix, to the high-dimensional regime where the signal eigenvalues of the covariance matrix diverge to infinity and…
The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…
This paper introduces and develops the algebraic framework of moment polynomials, which are polynomial expressions in commuting variables and their formal mixed moments. Their positivity and optimization over probability measures supported…
A new formalism to express and operate on diversity measures of qualitative variables, built in a Hilbert space, is presented. The abstract character of the Hilbert space naturally incorporates the equivalence between qualitative variables…
Let X be a real or complex Hilbert space of finite but large dimension d, let S(X) denote the unit sphere of X, and let u denote the normalized uniform measure on S(X). For a finite subset B of S(X), we may test whether it is approximately…
In quantum mechanics, symmetry groups can be realized by projective, as well as by ordinary unitary, representations. For the permutation symmetry relevant to quantum statistics of N indistinguishable particles, the simplest properly…
This article presents general procedures for constructing, estimating, and testing Hilbert space multi-dimensional (HSM) models, which are based on quantum probability theory. HSM models can be applied to collections of K different…
A formalism is presented for analytically obtaining the probability density function, (P_{n}(s)), for the random distance (s) between two random points in an (n)-dimensional spherical object of radius (R). Our formalism allows (P_{n}(s)) to…
Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…