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We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

Machine Learning · Computer Science 2016-07-26 Francesco Solera , Andrea Palazzi

Given a metric space with a Borel probability measure, for each integer $N$ we obtain a probability distribution on $N\times N$ distance matrices by considering the distances between pairs of points in a sample consisting of $N$ points…

Probability · Mathematics 2011-10-31 Siddhartha Gadgil , Manjunath Krishnapur

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

\noindent In our contribution to this volume we deal with \emph{discrete} symmetries: these are symmetries based upon groups with a discrete set of elements (generally a set of elements that can be enumerated by the positive integers). In…

Quantum Physics · Physics 2007-05-23 S. R. D. French , D. P. Rickles

There is a natural intuition that, given a large $n$, the distributions of small segments of a randomly sampled polygonal chain and those of a randomly sampled closed polygonal chain (drawn from the subspace measure of course), should be…

Metric Geometry · Mathematics 2014-12-15 Michael Berglund

The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…

Data Analysis, Statistics and Probability · Physics 2018-02-12 Giulio D'Agostini

We consider the cycle structure of a random permutation $\sigma$ chosen uniformly from the symmetric group, subject to the constraint that $\sigma$ does not contain cycles of length exceeding $r.$ We prove that under suitable conditions the…

Probability · Mathematics 2019-05-14 David Judkovich

Shannon defined the mutual information between two variables. We illustrate why the true mutual information between a variable and the predictions made by a prediction algorithm is not a suitable measure of prediction quality, but the…

Statistics Theory · Mathematics 2025-04-11 Roger Sewell

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…

Mathematical Physics · Physics 2021-10-29 Leonardo Santilli , Miguel Tierz

The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…

Probability · Mathematics 2017-12-19 Abdelhamid Hassairi

The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency…

Artificial Intelligence · Computer Science 2007-07-13 Marcus Hutter

Let $n$ be a positive integer and $X = [x_{ij}]_{1 \leq i, j \leq n}$ be an $n \times n$\linebreak \noindent sized matrix of independent random variables having joint uniform distribution $$\hbox{Pr} {x_{ij} = k \hbox{for} 1 \leq k \leq n}…

Discrete Mathematics · Computer Science 2011-04-25 Antal Iványi , Imre Kátai

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

The symmetry properties under permutation of tomograms representing the states of a system of identical particles are studied. Starting from the action of the permutation group on the density matrix we define its action on the tomographic…

Quantum Physics · Physics 2008-11-26 V. I Man'ko , L. Rosa , P. Vitale

We evaluate the twisted partition function of four-dimensional $\mathcal{N} = 1$ supersymmetric Yang--Mills theory reduced to a point for all simple gauge groups. The partition function is expressed as a sum of residues. The types of…

High Energy Physics - Theory · Physics 2019-10-01 Richard Eager

Given a permutation statistic $s : S_n \to \mathbb{R}$, define the mean statistic $\bar{s}$ as the statistic which computes the mean of $s$ over conjugacy classes. We describe a way to calculate the expected value of $s$ on a product of $t$…

Combinatorics · Mathematics 2013-01-04 Axel Hultman

Using classical transformations on the symmetric group and two transformations constructed in Fix-Mahonian Calculus I, we show that several multivariable statistics are equidistributed either with the triplet (fix,des,maj), or the pair…

Combinatorics · Mathematics 2007-05-23 Dominique Foata , Guo-Niu Han

We consider a bivariate polynomial that generalizes both the length and reflection length generating functions in a finite Coxeter group. In seeking a combinatorial description of the coefficients, we are led to the study of a new Mahonian…

Combinatorics · Mathematics 2010-10-25 T. Kyle Petersen

The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with…

Probability · Mathematics 2022-11-03 David D. K. Chow

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin
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