相关论文: Singular matrix variate Birnbaum-Saunders distribu…
In this paper we provide a matrix extension of the scalar binomial series under elliptical contoured models and real normed division algebras. The classical hypergeometric series…
The distribution of singular values of the propagation operator in a random medium is investigated, in a backscattering configuration. Experiments are carried out with pulsed ultrasonic waves around 3 MHz, using an array of 64 programmable…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…
For a general formulation of linearised hybrid inverse problems in impedance tomography, the qualitative properties of the solutions are analysed. Using an appropriate scalar pseudo-differential formulation, the problems are shown to permit…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors following such distributions. Given a random vector…
We extend the method of rescaled Ward identities of Ameur-Kang-Makarov to study the distribution of eigenvalues close to a bulk singularity, i.e. a point in the interior of the droplet where the density of the classical equilibrium measure…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
The non isotropic noncentral elliptical shape distributions via pseudo-Wishart distribution are founded. This way, the classical shape theory is extended to non isotropic case and the normality assumption is replaced by assuming a…
We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…
The paper is devoted to differential geometry of singular distributions (i.e., of varying dimension) on a Riemannian manifold. Such distributions are defined as images of the tangent bundle under smooth endomorphisms. We prove the novel…
We consider the deviation of Birkhoff sums along fixed orbits of substitution dynamical systems. We show distributional convergence for the Birkhoff sums of eigenfunctions of the substitution matrix. For noncoboundary eigenfunctions with…
It was shown recently that Birkhoff's theorem for doubly stochastic matrices can be extended to unitary matrices with equal line sums whenever the dimension of the matrices is prime. We prove a generalization of the Birkhoff theorem for…
Length-biased distributions arise naturally in environmental, reliability, and economic studies where the sampling mechanism favors larger observational units. In this paper, we propose a quantile regression model based on the length-biased…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
Although there is ample work in the literature dealing with skewness in the multivariate setting, there is a relative paucity of work in the matrix variate paradigm. Such work is, for example, useful for modelling three-way data. A matrix…
A general and rigorous method to deal with singularities at the origin of a polar coordinate system is presented. Its power derives from a clear distinction between the radial distance and the radial coordinate variable, which makes that…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
This paper deals with the Elliptical Wishart and Inverse Elliptical Wishart distributions, which play a major role when handling covariance matrices. Similarly to multivariate elliptical distributions, these form a large family of…