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We study several-matrix models and show that when the potential is convex and a small perturbation of the Gaussian potential, the first order correction to the free energy can be expressed as a generating function for the enumeration of…

Probability · Mathematics 2011-11-09 Alice Guionnet , Edouard Maurel-Segala

In this work we take a closer look at the algebraic-operator correspondence between the momentum space and the position space which defines the form of the canonical momentum operator in position space in Quantum Mechanics (QM). Starting…

Quantum Physics · Physics 2026-01-21 Siddharth Dwivedi

The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…

Probability · Mathematics 2024-07-31 Ken Yamamoto

The sectional curvature of a compact Riemannian manifold M can be seen as a random variable on the Grassmann bundle of 2-planes in TM endowed with the Fubini-Study volume density. In this article we calculate the moments of this random…

Differential Geometry · Mathematics 2017-07-21 Gregor Weingart

The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…

Methodology · Statistics 2023-12-13 Nora Ouzir , Frédéric Pascal , Jean-Christophe Pesquet

A generalization of the classic Gaussian random variable to the family of Multi- Gaussian (MG) random variables characterized by shape parameter M > 0, in addition to the mean and the standard deviation, is introduced. The probability…

Statistics Theory · Mathematics 2020-09-22 Olga Korotkova

Uniqueness (up to isometries) and existence of limits are studied in the context of Cheeger-Gromov convergence of spacetimes. To address the non-compactness of the vector isometry group in the semi-Riemannian setting, standard pointed…

Differential Geometry · Mathematics 2026-01-14 Saúl Burgos , José L. Flores , Miguel Sánchez

The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation. From its…

High Energy Physics - Phenomenology · Physics 2009-10-31 N. Suzuki , M. Biyajima

In this note we study the error term R_{n,L}(x) in the generalized circle problem for a ball of volume x and a random lattice L of large dimension n. Our main result is the following functional central limit theorem: Fix an arbitrary…

Number Theory · Mathematics 2016-11-22 Andreas Strömbergsson , Anders Södergren

This work presents a novel approach to the mean-square analysis of the normalized least mean squares (NLMS) algorithm for circular complex colored Gaussian inputs. The analysis is based on the derivation of a closed-form expression for the…

Signal Processing · Electrical Eng. & Systems 2021-08-10 Tareq Y. Al-Naffouri , Muhammad Moinuddin , Anum Ali

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

Probability · Mathematics 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß

A recently proposed Boltzmann local equilibrium Wigner function for massive spin-1/2 particles is generalized to the case of Fermi-Dirac statistics. The resulting formula ensures the correct normalization of the mean polarization vector and…

Quantum Physics · Physics 2025-11-18 Sudip Kumar Kar , Valeriya Mykhaylova

Minimizing the sum of a convex function and a composite function appears in various fields. The generalized Levenberg--Marquardt (LM) method, also known as the prox-linear method, has been developed for such optimization problems. The…

Optimization and Control · Mathematics 2026-01-05 Naoki Marumo , Takayuki Okuno , Akiko Takeda

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

The logarithmic convexity of restrictions of the Beta functions to rays parallel to the main diagonal and the functional equation \[ \phi\left( x+1\right) =\frac{x\left( x+k\right) }{\left( 2x+k+1\right) \left( 2x+k\right) }\phi\left(…

Classical Analysis and ODEs · Mathematics 2015-05-07 Martin Himmel , Janu sz Matkowski

We prove regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case. Such results were previously only known in the convex case, of which the current work represents a significant improvement.…

Differential Geometry · Mathematics 2023-12-22 Chung-Jun Tsai , Mao-Pei Tsui , Mu-Tao Wang

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define…

Probability · Mathematics 2018-11-15 Luisa Beghin , Costantino Ricciuti

We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…

Probability · Mathematics 2013-08-20 Ivan Nourdin , Giovanni Peccati , Yvik Swan

We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…

Numerical Analysis · Mathematics 2023-12-05 Yian Chen , Yuehaw Khoo , Lek-Heng Lim

In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding inequalities for independent random variables. Our conditions…

Probability · Mathematics 2023-06-16 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov