Related papers: Background on real and complex elliptically symmet…
Evolution of the statistical distribution of density field is investigated by means of a counts-in-cells method in a low-density cold-dark-matter simulated universe. Four theoretical distributions, i.e. the negative binomial distribution,…
The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…
We generalize the notion of Elkies primes for elliptic curves to the setting of abelian varieties with real multiplication (RM), and prove the following. Let $A$ be an abelian variety with RM over a number field whose attached Galois…
The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances.…
A complete one-dimensional scattering of a spinless particle on a time-independent potential barrier is considered. To describe separately transmitted and reflected particles in the corresponding subsets of identical experiments, we…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
We study the relationships among existing results about representations of distributive semilattices by ideals in dimension groups, von Neumann regular rings, C*-algebras, and complemented modular lattices. We prove additional…
In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…
Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…
Stable distributions are an important class of infinitely-divisible probability distributions, of which two special cases are the Cauchy distribution and the normal distribution. Aside from a few special cases, the density function for…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
In practical applications of regression analysis, it is not uncommon to encounter a multitude of values for each attribute. In such a situation, the univariate distribution, which is typically Gaussian, is suboptimal because the mean may be…
We analyze the behavior of a non-Hermitian opened one-dimensional quantum system with $\mathcal{PT}$ symmetry. This system is built by a dimer, with balanced gains and losses described by a parameter $\gamma$. By varying $\gamma$ the system…
We develop a classification of perfectly transmitting resonances occuring in effectively one-dimensional optical media which are decomposable into locally reflection symmetric parts. The local symmetries of the medium are shown to yield…
Relative entropy, as a divergence metric between two distributions, can be used for offline change-point detection and extends classical methods that mainly rely on moment-based discrepancies. To build a statistical test suitable for this…
We study the limiting distribution of critical points and extrema of random spherical harmonics, in the high energy limit. In particular, we first derive the density functions of extrema and saddles; we then provide analytic expressions for…
Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…
The joint estimation of means and scatter matrices is often a core problem in multivariate analysis. In order to overcome robustness issues, such as outliers from Gaussian assumption, M-estimators are now preferred to the traditional sample…