Related papers: Multivariate Lag-Windows and Group Representations

In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…

Hilbert--Lie groups are Lie groups whose Lie algebra is a real Hilbert space whose scalar product is invariant under the adjoint action. These infinite-dimensional Lie groups are the closest relatives to compact Lie groups. Here we study…

We review some recent advances in modular representation theory of symmetric groups and related Hecke algebras. We discuss connections with Khovanov-Lauda-Rouquier algebras and gradings on the blocks of the group algebras $F\Sigma_n$, which…

We establish that temporal averaging over multiple observations is the degenerate case of algebraic group action with the trivial group $G=\{e\}$. A General Replacement Theorem proves that a group-averaged estimator from one snapshot…

This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence $(c_0,c_1,\dots,c_n)$ of covariance lags $c_k=\mathbb{E}\{y(t+k)\overline{y(t)}\}$ emanating from a stationary periodic…

In the usual formulation of quantum mechanics, groups of automorphisms of quantum states have ray representations by unitary and antiunitary operators on complex Hilbert space, in accordance with Wigner's Theorem. In the phase-space…

Lag windows are commonly used in time series, econometrics, steady-state simulation, and Markov chain Monte Carlo to estimate time-average covariance matrices. In the presence of positive correlation of the underlying process, estimators of…

In the theory of so called "Covariant Quantum Mechanics" a basic role is played by Hermitian vector fields on a complex line bundle in the frameworks of Galilei and Einstein spacetimes. In fact, it has been proved that the Lie algebra of…

In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric…

Analysis of function spaces and special functions are closely related to the representation theory of Lie groups. We explain here the connection between the Laguerre functions, the Laguerre polynomials, and the Meixner-Pollacyck polynomials…

Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…

A general equation for the probability distribution of parallel transporters on the gauge group manifold is derived using the cumulant expansion theorem. This equation is shown to have a general form known as the Kramers-Moyall cumulant…

We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…

We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

Beurling slow variation is generalized to Beurling regular variation. A Uniform Convergence Theorem, not previously known, is proved for those functions of this class that are measurable or have the Baire property. This permits their…

Quivers (directed graphs) and species (a generalization of quivers) and their representations play a key role in many areas of mathematics including combinatorics, geometry, and algebra. Their importance is especially apparent in their…

The current form of quantum mechanics is very successful and is almost certainly correct. It is remarkable, however, that the entire structure-from the mass, spin and charge labels on particlelike states to antisymmetry to broken internal…