Related papers: Relations between generalised Wishart matrices, th…
Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalised Wishart-Laguerre ensembles of random matrices with Dyson index $\beta$ = 1,2, and 4. The entries of the data matrix are Gaussian random…
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
General solutions of relativistic wave equations are studied in terms of the functions on the Lorentz group. A close relationship between hyperspherical functions and matrix elements of irreducible representations of the Lorentz group is…
A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
We give a purely algebraic construction of a cohomological field theory associated with a quasihomogeneous isolated hypersurface singularity W and a subgroup G of the diagonal group of symmetries of W. This theory can be viewed as an…
The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…
Concise review of the basic properties of unitary matrix integrals. They are studied with the help of the three matrix models: the ordinary unitary model, Brezin-Gross-Witten model and the Harish-Charndra-Itzykson-Zuber model. Especial…
We introduce categories of extended Gaussian maps and Gaussian relations which unify Gaussian probability distributions with relational nondeterminism in the form of linear relations. Both have crucial and well-understood applications in…
The recent proposal by Ben-Zvi, Sakellaridis and Venkatesh of a duality in the relative Langlands program, leads, via the process of quantization of Hamiltonian varieties, to a duality theory of branching problems. This often unexpectedly…
Weyl-orbit functions have been defined for each simple Lie algebra, and permit Fourier-like analysis on the fundamental region of the corresponding affine Weyl group. They have also been discretized, using a refinement of the coweight…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…
The Muttalib-Borodin biorthogonal ensemble is a probability density function for $n$ particles on the positive real line that depends on a parameter $\theta$ and an external field $V$. For $\theta=\frac{1}{2}$ we find the large $n$ behavior…
A huge literature in statistics and machine learning is devoted to parametric families of correlation functions, where the correlation parameters are used to understand the properties of an associated spatial random process in terms of…
We give a concise summary of the impressive recent development unifying a number of different fundamental subjects. The quiver Nekrasov functions (generalized hypergeometric series) form a full basis for all conformal blocks of the Virasoro…
Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…