相关论文: Singular matrix variate Birnbaum-Saunders distribu…
In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…
We reconsider the quantum inverse scattering approach to the one-dimensional Hubbard model and work out some of its basic features so far omitted in the literature. It is our aim to show that $R$-matrix and monodromy matrix of the Hubbard…
A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…
A complete characterization of the asymptotic singularity probability of random circulant Bernoulli matrices is given for all values of the probability parameter.
We study the analytic properties of a matrix discrete system introduced in [7]. The singularity confinement for this system is shown to hold generically, i.e. in the whole space of parameters except possibly for algebraic subvarieties. This…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are…
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…
We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
We provide a new and simple characterization of the multivariate generalized Laplace distribution. In particular, this result implies that the product of a Gaussian matrix with independent and identically distributed columns by an…