相关论文: Existence and non-existence of the non-central Wis…

Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}=\mathbf{X}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m \, (n\geq m)$ complex Gaussian with non-zero mean $\boldsymbol{\Upsilon}$ and…

We develop a nonparametric two-sample test for distributions supported on the cone of symmetric positive definite matrices. The procedure relies on the Wishart kernel density estimator (KDE) introduced by Belzile et al. (2025), whose…

We consider a class of non--linear and non--local functionals giving rise to the Choquard equation with a suitably regular interaction potential, modelling, i.e., gases with impurities and axion stars. We study how existence of minimizers…

We provide the probability distribution function of matrix elements each of which is the inner product of two vectors. The vectors we are considering here are independently distributed but not necessarily Gaussian variables. When the number…

A famous result of Horn and Fitzgerald is that the $\beta$-th Hadamard power of any $n\times n$ positive semi-definite (p.s.d) matrix with non-negative entries is p.s.d $\forall \beta\geq n-2$ and is not necessarliy p.s.d for $\beta< n-2,$…

Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…

Associated to any complex Wishart matrix $W$ of parameters $(dn,dm)$ and any linear map $\varphi:M_n(\mathbb C)\to M_n(\mathbb C)$ is the "block-modified" matrix $\tilde{W}=(id\otimes\varphi)W$. Following some previous work with Nechita, we…

Let $X_N$ be a $N \times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/N$. The limit moments $\{m_n\}_n$ are given by $m_n =…

We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For the case of a rank-1 noncentrality matrix, the weights of…

The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…

A circulant weighing matrix $W = (w_{i,j})$ is a square matrix of order $n$ and entries $w_{i,j}$ in $\{0, \pm 1\}$ such that $WW^T=kI_n$. In his thesis, Strassler gave a table of existence results for such matrices with $n \leq 200$ and $k…

We initiate the study of goodness-of-fit testing when the data consist of positive definite matrices. Motivated by the recent appearance of the cone of positive definite matrices in numerous areas of applied research, including diffusion…

Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…

By using variational techniques we provide new existence results for Yamabe-type equations with subcritical perturbations set on a compact $d$-dimensional ($d\geq 3$) Riemannian manifold without boundary. As a direct consequence of our main…

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…

Let $U_1,\ldots,U_n$ be independent random vectors uniformly distributed on the unit sphere $\mathbb S^{d-1}\subseteq\mathbb R^d$, where $n\ge d$, and consider the random polyhedral cone \[ \mathcal W_{n,d}:=\mathop{\mathrm{pos}}…

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

In this work, we are concerned with existence of solutions for a nonlinear second-order distributional differential equation, which contains measure differential equations and stochastic differential equations as special cases. The proof is…

In order to determine the Wigner function uniquely, we introduce a new condition which ensures that the Wigner function has correct marginal distributions along tilted lines. For a system in $N$ dimensional Hilbert space, whose "phase…

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…