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Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

Random Wavelet Series form a class of random processes with multifractal properties. We give three applications of this construction. First, we synthesize a random function having any given spectrum of singularities satisfying some…

Mathematical Physics · Physics 2007-05-23 Jean-Marie Aubry , Stéphane Jaffard

This article presents an efficient algorithm to generate a discrete uniform distribution on a set of $p$ elements using a biased random source for $p$ prime. The algorithm generalizes Von Neumann's method and improves computational…

Probability · Mathematics 2023-01-18 Xiaoyu Lei

A novel approach to unstructured quadrilateral mesh generation for planar domains is presented. Away from irregular vertices, the resulting meshes have the properties of nearly conformal grids. The technique is based on a theoretical…

Computational Physics · Physics 2008-02-19 Guy Bunin

In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.

Probability · Mathematics 2023-09-25 Dominik Beck

This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…

Statistics Theory · Mathematics 2010-11-24 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

Gaussian random number generators attract a widespread interest due to their applications in several fields. Important requirements include easy implementation, tail accuracy, and, finally, a flat spectrum. In this work, we study the…

Information Theory · Computer Science 2024-04-04 Francisco-Javier Soto , Ana I. Gómez , Domingo Gómez-Pérez

Let $[\mathcal{P}]$ be the points of a Poisson process on $\mathbb{R}^d$ and $F$ a probability distribution with support on the non-negative integers. Models are formulated for generating translation invariant random graphs with vertex set…

Probability · Mathematics 2015-09-24 Maria Deijfen

An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…

Mathematical Physics · Physics 2007-05-23 Paulo R. S. Mendonca , Rahul Bhotika , James V. Miller

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Statistics Theory · Mathematics 2007-11-01 T. Royen

Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…

Optimization and Control · Mathematics 2014-07-09 Eric Dow , Qiqi Wang

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Probability · Mathematics 2013-01-31 Douglas Rizzolo

The AMAS group at the Paul Scherrer Institute developed an object oriented library for high performance simulation of high intensity ion beam transport with space charge. Such particle-in-cell (PIC) simulations require a method to generate…

Data Analysis, Statistics and Probability · Physics 2012-05-17 Christian Baumgarten

The paper considers the classical Goodness of Fit test. It suggests to use the Gamma distribution for the approximation of the distribution of the Pearson statistics with unknown parameters estimated from raw data. The parameters of these…

Statistics Theory · Mathematics 2019-05-21 Nikolai Dokuchaev

Consider a graph on randomly scattered points in an arbitrary space, with two points $x,y$ connected with probability $\phi(x,y)$. Suppose the number of points is large but the mean number of isolated points is $O(1)$. We give general…

Probability · Mathematics 2017-09-21 Mathew D. Penrose

Random unitary matrices find a number of applications in quantum information science, and are central to the recently defined boson sampling algorithm for photons in linear optics. We describe an operationally simple method to directly…

Quantum Physics · Physics 2017-03-08 Nicholas J. Russell , Levon Chakhmakhchyan , Jeremy L. O'Brien , Anthony Laing

The existence of invariant generators for distributions satisfying a compatibility condition with the symmetry algebra is proved.

Differential Geometry · Mathematics 2011-10-17 Madeleine Jotz , Tudor S. Ratiu

Pyrosequencing is emerging as one of the important next-generation sequencing technologies. We derive the statistical distributions of this technique in terms of nucleotide probabilities of the target sequences. We give exact distributions…

Genomics · Quantitative Biology 2024-05-28 Yong Kong