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For independent random variables $X_1,\ldots, X_n;Y_1,\ldots, Y_n$ with all $X_i$ identically distributed and same for $Y_j$, we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar X +Y_1 -\bar Y,\ldots,X_n -\bar X +Y_n -\bar Y\}={\rm…

统计理论 · 数学 2019-02-20 Abram M. Kagan

Recently, the leading soft gluon theorem with single soft emission was shown to be the Ward identity of a two dimensional $\cal G$-Kac-Moody symmetry. In this note, we show that the leading soft gluon theorem can be interpreted as the Ward…

高能物理 - 理论 · 物理学 2021-10-12 Pujian Mao , Jun-Bao Wu

Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…

统计方法学 · 统计学 2026-03-05 Daniele Tramontano , Mathias Drton , Jalal Etesami

Let $G_1,\dots,G_m$ be independent copies of the standard gaussian random vector in $\mathbb{R}^d$. We show that there is an absolute constant $c$ such that for any $A \subset S^{d-1}$, with probability at least $1-2\exp(-c\Delta m)$, for…

概率论 · 数学 2024-11-14 Daniel Bartl , Shahar Mendelson

Let $X$ be a locally compact Abelian group, $\alpha_{j}, \beta_j$ be topological automorphisms of $X$. Let $\xi_1, \xi_2$ be independent random variables with values in $X$ and distributions $\mu_j$ with non-vanishing characteristic…

群论 · 数学 2018-05-25 Gennadiy Feldman , Margaryta Myronyuk

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…

概率论 · 数学 2011-03-29 O. Lévêque , C. Vignat

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

高能物理 - 理论 · 物理学 2024-12-16 Nicolas Delporte , Naoki Sasakura

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

统计方法学 · 统计学 2019-06-28 Y. Samuel Wang , Mathias Drton

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

信号处理 · 电气工程与系统科学 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

概率论 · 数学 2007-05-23 Anatoly N. Kochubei

We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…

概率论 · 数学 2022-08-03 Robin Merkle , Andrea Barth

We establish a non-Archimedean analogue of Koksma's theorem. For a local field F of characteristic zero, we prove that the sequence ([{\alpha}x^n]) is uniformly distributed in the valuation ring O for almost every x with |x|_p>1. In the…

数论 · 数学 2025-12-08 Aihua Fan , Shilei Fan , Hanfei Ye

We consider global pseudodifferential operators on symmetric spaces of noncompact type, defined using spherical functions. The associated symbols have a natural probabilistic form that extend the notion of the characteristic exponent…

泛函分析 · 数学 2022-08-10 Rosemary Shewell Brockway

Let $X_1,...,X_n$ be $n$ independent unbounded real random variables which have common, roughly speaking, light-tailed type distribution. Denote by $S_1^n$ their sum and by $\pi^{a_n}$ the tilted density of $X_1$, where $a_n…

概率论 · 数学 2013-02-07 Zhansheng Cao

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…

光学 · 物理学 2025-11-07 Yunrui Wang , Cheng Guo

We give a classification theorem for certain four-dimensional families of geometric $\lambda$-adic Galois representations attached to a pure motive. More precisely, we consider families attached to the cohomology of a smooth projective…

数论 · 数学 2011-04-29 Luis Dieulefait , Nuria Vila

Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…

统计理论 · 数学 2014-09-09 Henrik Nyman , Johan Pensar , Jukka Corander

We prove new automorphy lifting theorems for essentially conjugate self-dual Galois representations into $GL_n$. Existing theorems require that the residual representation have 'big' image, in a certain technical sense. Our theorems are…

数论 · 数学 2011-08-01 Jack Thorne

We show that there can be no finite list of conditional independence relations which can be used to deduce all conditional independence implications among Gaussian random variables. To do this, we construct, for each $n> 3$ a family of $n$…

概率论 · 数学 2007-05-23 Seth Sullivant

Isolated, steady-state galaxies correspond to equilibrium solutions of the Poisson--Vlasov system. We show that (i) all galaxies with a distribution function depending on energy alone must be spherically symmetric and (ii) all axisymmetric…

星系天体物理 · 物理学 2017-02-01 J. An , N. W. Evans , J. L. Sanders