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This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-03-09 Rémy Mariétan , Stephan Morgenthaler

In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups $S_n$ and of the finite Chevalley groups $GL(n,F_q)$ and…

Representation Theory · Mathematics 2010-12-21 Pierre-Loïc Méliot

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the…

Mathematical Physics · Physics 2011-11-16 Antti Knowles , Jun Yin

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

Multiplicity distributions, P(N), provide valuable information on the mechanism of the production process. We argue that the observed P(N) contain more information (located in the small N region) than expected and used so far. We…

High Energy Physics - Phenomenology · Physics 2019-06-06 M. Rybczyński , G. Wilk , Z. Włodarczyk

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$…

Probability · Mathematics 2015-05-13 Serban Belinschi , Amir Dembo , Alice Guionnet

Explicit treatment of many-body Fermi statistics in path integral Monte Carlo (PIMC) results in exponentially scaling computational cost due to the near cancellation of contributions to observables from even and odd permutations. Through…

Strongly Correlated Electrons · Physics 2014-09-12 Jonathan L DuBois , Ethan W. Brown , Berni J. Alder

We introduce a software package, Pigeons.jl, that provides a way to leverage distributed computation to obtain samples from complicated probability distributions, such as multimodal posteriors arising in Bayesian inference and…

We make an application of ideas from partition theory to a problem in multiplicative number theory. We propose a deterministic model of prime number distribution, from first principles related to properties of integer partitions, that…

Number Theory · Mathematics 2025-10-03 Aidan Botkin , Madeline L. Dawsey , David J. Hemmer , Matthew R. Just , Robert Schneider

In a smooth semiparametric model, the marginal posterior distribution of the finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of frequentist's efficient estimators. This is…

Statistics Theory · Mathematics 2015-10-20 Minwoo Chae

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…

Probability · Mathematics 2018-06-22 Shane Barratt

This paper introduces a variant for the symmetric matrix-based key distribution in sensor network introduced by Du et al. Our slight modification shows that the usage of specific structures for the public matrix instead of fully random…

Cryptography and Security · Computer Science 2009-09-29 Abedelaziz Mohaisen

Various categories have been proposed as targets for the denotational semantics of higher-order probabilistic programming languages. One such proposal involves joint probability distributions (couplings) used in Bayesian statistical models…

Programming Languages · Computer Science 2024-12-09 Dexter Kozen , Alexandra Silva , Erik Voogd

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions are a special case where the density matrix is restricted to be diagonal. Density…

Quantum Physics · Physics 2014-08-14 Manfred K. Warmuth , Dima Kuzmin

The Mallows measure is a probability measure on $S_n$ where the probability of a permutation $\pi$ is proportional to $q^{l(\pi)}$ with $q > 0$ being a parameter and $l(\pi)$ the number of inversions in $\pi$. We prove a weak law of large…

Probability · Mathematics 2019-05-07 Ke Jin

A common theme underlying many problems in statistics and economics involves the determination of a systematic method of selecting a joint distribution consistent with a specified list of categorical marginals, some of which have an ordinal…

Theoretical Economics · Economics 2025-10-08 Christopher P. Chambers , Yusufcan Masatlioglu , Ruodu Wang

The Mahonian statistic is the number of inversions in a permutation of a multiset with $a_i$ elements of type $i$, $1\le i\le m$. The counting function for this statistic is the $q$ analog of the multinomial coefficient…

Combinatorics · Mathematics 2009-08-17 E. Rodney Canfield , Svante Janson , Doron Zeilberger

Quantum coherence is an exquisitely quantum phenomenon that depends on both probability amplitudes and relative phases. Standard coherence measures quantify superposition within density matrices but cannot distinguish ensembles that produce…

Quantum Physics · Physics 2026-05-29 Cameron Hahn , Nishan Ranabhat , Fabio Anza

Spectral methods have proven to be a highly effective tool in understanding the intrinsic geometry of a high-dimensional data set $\left\{x_i \right\}_{i=1}^{n} \subset \mathbb{R}^d$. The key ingredient is the construction of a Markov chain…

Discrete Mathematics · Computer Science 2014-11-07 Stefan Steinerberger

We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…

Functional Analysis · Mathematics 2016-11-01 Johan Manuel Bogoya , Albrecht Boettcher , Egor A. Maximenko
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