Related papers: Quadratic Forms in Gaussian Random Variables Theor…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
Individual random trajectories of stochastic processes are often analyzed by using quadratic forms such as time averaged (TA) mean square displacement (MSD) or velocity auto-correlation function (VACF). The appropriate quadratic form is…
The study of Gaussian states has arisen to a privileged position in continuous variable quantum information in recent years. This is due to vehemently pursued experimental realisations and a magnificently elegant mathematical framework. In…
In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…
This paper proposes the density and characteristic functions of a general matrix quadratic form $\mathbf{X}^{*}\mathbf{AX}$, when $\mathbf{A} = \mathbf{A}^{*}$, $\mathbf{X}$ has a matrix multivariate elliptical distribution and…
Recently, Gautschi introduced so-called generalized Gauss-Radau and Gauss-Lobatto formulae which are quadrature formulae of Gaussian type involving not only the values but also the derivatives of the function at the endpoints. In the…
We study some properties of quadratic forms with values in a field whose underlying vector spaces are endowed with the structure of right vector spaces over a division ring extension of that field. Some generalized notions of isotropy,…
Many applications of Gaussian random fields and Gaussian random processes are limited by the computational complexity of evaluating the probability density function, which involves inverting the relevant covariance matrix. In this work, we…
This paper combines probabilistic and algebraic techniques for computing quantum expectations of operator exponentials (and their products) of quadratic forms of quantum variables in Gaussian states. Such quadratic-exponential functionals…
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…
In this paper, we discuss vector-valued Gaussian processes for the approximation of divergence- or rotation-free functions. We establish the theory for such Gaussian processes, then link the theory to multivariate approximation theory, and…
Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.
We consider a nearly Gaussian random variable $X$ (see \cite{Lefebvre}) that, after a power transformation, the variable $X^c$ where $c=\{(2k+1)/(2j+1)\}$, $k,j=\{0,1,\dots\}$, is approximately Gaussian. This transformation is useful to…
Simulation studies are used to understand the properties of statistical methods. A key luxury in many simulation studies is knowledge of the true value (i.e. the estimand) being targeted. With this oracle knowledge in-hand, the researcher…
A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…
Classifications and representations are two main topics in the theory of quadratic forms. In this paper, we consider these topics of ternary quadratic forms. For a given squarefree integer $N$, first we give the classification of positive…
We consider the distribution of quadratic Gauss paths, polygonal paths joining partial sums of quadratic Gauss sums to square-free fundamental discriminant moduli in a dyadic range [Q,2Q]. We prove that this striking ensemble converges in…
In this work, we offer a historical stroll through the vast topic of binary quadratic forms. We begin with a quick review of their history and then an overview of contemporary algebraic developments on the subject.
We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…
The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…