相关论文: A Note on the Existence of the Multivariate Gamma …

Consider the set of scalars $\alpha$ for which the $\alpha$th Hadamard power of any $n\times n$ positive semi-definite (p.s.d.) matrix with non-negative entries is p.s.d. It is known that this set is of the form $\{0, 1, \dots, n-3\}\cup…

We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…

In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider $N$-dimensional Ito integrals with time varying matrix-valued…

We study distributions of differences of unscaled Riemann zeta zeros, $\gamma-\gamma'$, at large. We show, that independently of the location of the zeros, their differences have similar statistical properties. The distributions of…

Besides the classical distinction of correlation and dependence, many dependence measures bear further pitfalls in their application and interpretation. The aim of this paper is to raise and recall awareness of some of these limitations by…

Bivariate P-polynomial association scheme of type $(\alpha,\beta)$ are defined as a generalization of the P-polynomial association schemes. This generalization is shown to be equivalent to a set of conditions on the intersection parameters.…

We observe that the reflection and transmission coefficients of a particle within a double, PT symmetric heterojunction with spatially varying mass, show interesting features, depending on the degree of non Hermiticity, although there is no…

Let \Gamma(n,p) denote the binomial model of a random triangular group. We show that there exist constants c, C > 0 such that if p <= c/n^2, then a.a.s. \Gamma(n,p) is free and if p >= C log n/n^2 then a.a.s. \Gamma(n,p) has Kazhdan's…

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…

We propose a multivariate probability distribution for categorical and ordinal random variables. To this end, we use the Grassmann distribution in conjunction with dummy encoding of categorical and ordinal variables. To realize the…

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

Let $p$ be a polynomial in the non-commuting variables $(a,x)=(a_1,...,a_{g_a},x_1,...,x_{g_x})$. If $p$ is convex in the variables $x$, then $p$ has degree two in $x$ and moreover, $p$ has the form $p = L + \Lambda ^T \Lambda,$ where $L$…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

Generative models are increasingly deployed as substitutes for real data in downstream scientific workflows, yet standard evaluation criteria remain focused on marginal distribution matching. We argue that this represents a fundamental gap:…

Some sum of squares (SOS) polynomials admit decomposition certificates, or positive semidefinite Gram matrices, with additional structure. In this work, we use the structure of Gram matrices to relate the representation theory of $SL(2)$ to…

The signature(s) of the curvature of the zero set V of a free (non-commutative) polynomial is defined as the number of positive and negative eigenvalues of the non-commutative second fundamental form on V determined by p. With some natural…

We study the probability distribution of the index ${\mathcal N}_+$, i.e., the number of positive eigenvalues of an $N\times N$ Gaussian random matrix. We show analytically that, for large $N$ and large $\mathcal{N}_+$ with the fraction…

Given a set $\Gamma$ of low-degree k-dimensional varieties in $\mathbb{R}^n$, we prove that for any $D \ge 1$, there is a non-zero polynomial $P$ of degree at most $D$ so that each component of $\mathbb{R}^n \setminus Z(P)$ intersects…

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…