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

The Picard code for the numerical solution of the Galactic cosmic ray propagation problem allows for high-resolution models that acknowledge the 3D structure of our Galaxy. Picard was used to determine diffuse gamma-ray emission of the…

In this paper, we characterize the multivariate uniform probability distribution of the first and second kinds in the framework of the $\mathcal{R}(p,q)$-deformed quantum algebras. Their bivariate distributions and related properties,…

We discuss probabilistic models of random covariance structures defined by distributions over sparse eigenmatrices. The decomposition of orthogonal matrices in terms of Givens rotations defines a natural, interpretable framework for…

From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…

Efficiently sampling from the P\'olya-Gamma distribution, ${PG}(b,z)$, is an essential element of P\'olya-Gamma data augmentation. Polson et. al (2013) show how to efficiently sample from the ${PG}(1,z)$ distribution. We build two new…

Recently BES2 collaboration observed an enhancement near the $p\bar p$ invariant mass spectrum. Using the covariant tensor formalism, here we provide theoretical formulae for the partial wave analysis (PWA) of the $\psi$ radiative decay…

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…

We revisit the classical dissipativity theorem of linear-quadratic theory in a generalized framework where the quadratic storage is negative definite in a p-dimensional subspace and positive definite in a complementary subspace. The…

In a series of papers the authors associated to an $L^2$-acyclic group $\Gamma$ an invariant $\mathcal{P}(\Gamma)$ that is a formal difference of polytopes in the vector space $H_1(\Gamma;\Bbb{R})$. This invariant is in particular defined…

For a graph $G$, the $\gamma$-graph of $G$, $G(\gamma)$, is the graph whose vertices correspond to the minimum dominating sets of $G$, and where two vertices of $G(\gamma)$ are adjacent if and only if their corresponding dominating sets in…

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta=2$ Dyson…

Let $A$ and $B$ be independent, central Wishart matrices in $p$ variables with common covariance and having $m$ and $n$ degrees of freedom, respectively. The distribution of the largest eigenvalue of $(A+B)^{-1}B$ has numerous applications…

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

Let $\Gamma$ be an $\widetilde A_n$ subgroup of $PGL_{n+1}(K)$, with $n\ge 2$, where $K$ is a local field with residue field of order $q$ and let $\bb P^n_{K}$ be projective $n$-space over $K$. The module of coinvariants $H_0(\Gamma;…

We study the operator-valued partial derivative associated with covariance matrices on a von Neumann algebra B. We provide a cumulant characterization for the existence of conjugate variables and study some structure implications of their…

This paper considers testing the covariance matrices structure based on Wald's score test in large dimensional setting. The hypothesis $H_0: \Sigma =\Sigma_0 $ for a given matrix $\Sigma_0$, which covers the identity hypothesis test and…

We describe a general approach of determining the distribution of spanning subgraphs in the random graph $\G(n,p)$. In particular, we determine the distribution of spanning subgraphs of certain given degree sequences, which is a…

For a fixed positive integer d, we show the existence of the limiting gap distribution measure for the sets of Farey fractions a/q of order Q with a not divisible by d, and respectively with q relatively prime with d, as Q tends to…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…