Related papers: Janossy Densities of Coupled Random Matrices
This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…
For any rank-one convex projective manifold with a compact convex core, we prove that there exists a unique probability measure of maximal entropy on the set of unit tangent vectors whose geodesic is contained in the convex core, and that…
We derive necessary conditions for localization of continuous frames in terms of generalized Beurling densities. As an important application we provide necessary density conditions for sampling and interpolation in a very large class of…
We study how measures with finite lower density are distributed around $(n-m)$-planes in small balls in $\mathbb{R}^n$. We also discuss relations between conical upper density theorems and porosity. Our results may be applied to a large…
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…
Networks of caustics can occur in the distribution of particles suspended in a randomly moving gas. These can facilitate coagulation of particles by bringing them into close proximity, even in cases where the trajectories do not coalesce.…
We shall present an elementary approach to extremal decompositions of (quantum) covariance matrices determined by densities. We give a new proof on former results and provide a sharp estimate of the ranks of the densities that appear in the…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We study the density of states measure for some class of random unitary band matrices and prove a Thouless formula relating it to the associated Lyapunov exponent. This class of random matrices appears in the study of the dynamical…
We report a recent developement on the theory of upper conical densities. More precicely, we look at what can be said in this respect for other measures than just the Hausdorff measure. We illustrate the methods involved by proving a result…
We discuss necessary conditions for the existence of probability distribution on particle configurations in $d$-dimensions i.e. a point process, compatible with a specified density $\rho$ and radial distribution function $g({\bf r})$. In…
Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…
A new set of finite 2D biorthogonal polynomials is defined using the finite orthogonal polynomials $N_{n}^{(p)}(w)$ and the Konhauser polynomials. We present a connection between this finite 2D biorthogonal set and the generalized…
We characterize the biorthogonal ensembles that are both a multiple orthogonal polynomial ensemble and a polynomial ensemble of derivative type (also called a P\'olya ensemble). We focus on the notions of multiplicative and additive…
Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…
Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
In this paper, we study the probability density function, $\mathbb{P}(c,\alpha,\beta, n)\,dc$, of the center of mass of the finite $n$ Jacobi unitary ensembles with parameters $\alpha\,>-1$ and $\beta >-1$; that is the probability that…
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…
We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…