相关论文: A stroll along the gamma
We consider a pair of one-parameter (alpha) families of generalized two-qubit determinantal Hilbert-Schmidt probability distributions, p_{alpha}(|rho^{PT}|) and q_{alpha}(|rho|), where rho is a 4 x 4 density matrix, rho^{PT}, its partial…
Advantage is taken of the arbitrariness in energy reference to consider anew integral transcriptions of Schrodinger's equation in the presence of potentials which at infinity acquire constant, nonvanishing values. It is found possible to…
The Empirical Interpolation Method (EIM) is a greedy procedure that constructs approximate representations of two-variable functions in separated form. In its classical presentation, the two variables play a non-symmetric role. In this…
We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…
The method of the factorization of the path integral measure, based on a nonlinear filtering equation, is extended to the case of a nonfree isometric action of the compact semisimple unimodular Lie group on a smooth compact Riemannian…
Let $G$ be a real Lie group, $\Lambda\subseteq G$ a lattice, and $X=G/\Lambda$. We fix a probability measure $\mu$ on $G$ and consider the left random walk induced on $X$. It is assumed that $\mu$ is aperiodic, has a finite first moment,…
We explore a formulation of the S-matrix in terms of the path integral with specified asymptotic data, as originally proposed by Arefeva, Faddeev, and Slavnov. In the tree approximation the S-matrix is equal to the exponential of the…
Recently, Brailovskaya & van Handel (GAFA, 2024) established a suite of nonasymptotic universality laws which demonstrate that the spectral statistics of an independent sum of random matrices mirror the spectral statistics of a Gaussian…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum…
We show that the natural scaling of measurement for a particular problem defines the most likely probability distribution of observations taken from that measurement scale. Our approach extends the method of maximum entropy to use…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
Feynman's path integral approach is to sum over all possible spatio-temporal paths to reproduce the quantum wave function and the corresponding time evolution, which has enormous potential to reveal quantum processes in classical view.…
Consider an arbitrary transient random walk on $\Z^d$ with $d\in\N$. Pick $\alpha\in[0,\infty)$ and let $L_n(\alpha)$ be the spatial sum of the $\alpha$-th power of the $n$-step local times of the walk. Hence, $L_n(0)$ is the range,…
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…
The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…
Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…