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We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

Machine Learning · Statistics 2025-05-13 Samuel Erickson , Tobias Rydén

We study the problem of merging sequential or independent e-values into one e-value or e-process. We describe a class of e-value merging functions via martingales and show that it dominates all merging methods for sequential e-values. All…

Statistics Theory · Mathematics 2024-02-23 Vladimir Vovk , Ruodu Wang

We investigate correlation functions in a periodic box-ball system. For the second and the third nearest neighbor correlation functions, we give explicit formulae obtained by combinatorial methods. A recursion formula for a specific…

Exactly Solvable and Integrable Systems · Physics 2011-03-22 Jun Mada , Tetsuji Tokihiro

In this contribution we introduce a mixed interpolation-regression operator for functions defined in some domains of the plane. We focus the attention on the ellipse, an annulus and a polygon. An upper bound for such an operator is…

Numerical Analysis · Mathematics 2026-04-28 Ruymán Cruz-Barroso , Lidia Fernández , Francisco Marcellán , Juan Antonio Villegas

Calculating the values of nuclear correlation functions is computationally intensive due to the fact that the number of terms in a nuclear wave function scales exponentially with atomic number. To speed up this computation, we represent a…

High Energy Physics - Lattice · Physics 2014-11-14 Pranjal Vachaspati , William Detmold

Given a description of the stacking statistics of layered close-packed structures in the form of a hidden Markov model, we develop analytical expressions for the pairwise correlation functions between the layers. These may be calculated…

Materials Science · Physics 2014-07-29 P. M. Riechers , D. P. Varn , J. P. Crutchfield

In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the derivative and product. These properties are then utilized…

Numerical Analysis · Computer Science 2014-08-12 J. A. Rad , S. Kazem , M. Shaban , K. Parand

This paper develops a polynomial normal transformation model, whereby various non-normal probability distributions can be simulated by the standard normal distribution. Two methods are presented to determine the coefficients of polynomial…

Methodology · Statistics 2015-08-27 Qing Xiao

We apply matrix methods to arithmetic functions by associating matrices to the functions in a manner drawn from the theory of symmetric functions. Then we study the characteristic polynomials of the associated matrices.

Number Theory · Mathematics 2025-10-21 Barry Brent

We study correlation functions of the characteristic polynomials in coupled matrix models based on the Schur polynomial expansion, which manifests their determinantal structure.

Mathematical Physics · Physics 2022-05-06 Nicolas Babinet , Taro Kimura

For one-matrix models with polynomial potentials, the explicit relationship between the partition function and the isomonodromic tau function for the 2x2 polynomial differential systems satisfied by the associated orthogonal polynomials is…

Exactly Solvable and Integrable Systems · Physics 2008-11-26 M. Bertola , B. Eynard , J. Harnad

A polynomial triangle is an array whose inputs are the coefficients in integral powers of a polynomial. Although polynomial coefficients have appeared in several works, there is no systematic treatise on this topic. In this paper we plan to…

Combinatorics · Mathematics 2012-07-26 Nour-Eddine Fahssi

In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived…

Classical Analysis and ODEs · Mathematics 2017-10-05 Amilcar Branquinho , Juan Carlos García-Ardila , Francisco Marcellán

We derive conditions under which alternating renewal processes can be used to construct correlated Poisson processes. The pairwise correlation function is also derived, showing that the resulting correlations can be negative. The technique…

Data Analysis, Statistics and Probability · Physics 2008-11-25 Don H. Johnson

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…

Mathematical Physics · Physics 2013-06-28 Gernot Akemann , Mario Kieburg , Lu Wei

We construct rational all-pass matrix functions with real-valued coefficients for mirroring pairs of complex-conjugated determinantal roots of a rational matrix. This problem appears, for example, when proving the spectral factorization…

Statistics Theory · Mathematics 2020-12-08 Wolfgang Scherrer , Bernd Funovits

We consider matrix orthogonal polynomials related to Bessel type matrices of weights that can be defined in terms of a given matrix Pearson equation. From a Riemann-Hilbert problem we derive first and second order differential relations for…

Classical Analysis and ODEs · Mathematics 2025-02-27 Amílcar Branquinho , Ana Foulquié-Moreno , Assil Fradi , Manuel Mañas

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…

Mathematical Physics · Physics 2008-11-26 Yan V. Fyodorov , Eugene Strahov

We formulate and prove a general recurrence relation that applies to integrals involving orthogonal polynomials and similar functions. A special case are connection coefficients between two sets of orthonormal polynomials, another example…

Classical Analysis and ODEs · Mathematics 2023-08-17 Jing Gao , Arieh Iserles

There are two kinds of polynomial functions on matrix algebras over commutative rings: those induced by polynomials with coefficients in the algebra itself and those induced by polynomials with scalar coefficients. In the case of algebras…

Rings and Algebras · Mathematics 2016-10-27 Sophie Frisch
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