Related papers: On the Anti-Wishart distribution
A complete solution to the problem of setting up Wigner distribution for N-level quantum systems is presented. The scheme makes use of some of the ideas introduced by Dirac in the course of defining functions of noncommuting observables and…
It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…
The projected normal distribution, also known as the angular Gaussian distribution, is obtained by dividing a multivariate normal random variable $\mathbf{x}$ by its norm $\sqrt{\mathbf{x}^T \mathbf{x}}$. The resulting random variable…
In studying the end-to-end distribution function $G(r,N)$ of a worm like chain by using the propagator method we have established that the combinatorial problem of counting the paths contributing to $G(r,N)$ can be mapped onto the problem…
We study random band matrices within the framework of traffic probability, an operadic non-commutative probability theory introduced by Male based on graph operations. As a starting point, we revisit the familiar case of the permutation…
A detailed discussion is presented of the Vlasov-Maxwell equilibrium for the force-free Harris sheet recently found by Harrison and Neukirch (Phys. Rev. Lett. 102, 135003, 2009). The derivation of the distribution function and a discussion…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
We study distribution-on-distribution regression problems in which a response distribution depends on multiple distributional predictors. Such settings arise naturally in applications where the outcome distribution is driven by several…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the…
A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known…
This paper proposes an original approach to better understanding the behavior of robust scatter matrix $M$-estimators. Scatter matrices are of particular interest for many signal processing applications since the resulting performance…
We introduce a family of matrices with non-commutative entries that generalize the classical real Wishart matrices. With the help of the Brauer product, we derive a non-asymptotic expression for the moments of traces of monomials in such…
The sum of Wishart matrices has an important role in multiuser communication employing multiantenna elements, such as multiple-input multiple-output (MIMO) multiple access channel (MAC), MIMO Relay channel, and other multiuser channels…
Necessary conditions for the existence of non-central Wishart distributions are given. Our method relies on positivity properties of spherical polynomials on Euclidean Jordan Algebras and advances an approach by Peddada and Richards (1991),…
I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…
In this work we consider the inverse problem of determining the properties of a Wigner function from the set of its zeros (the nodal set). The previous state of the art of the problem is Hudson's theorem, which shows that an empty nodal set…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…