相关论文: A note on some extensions of the matrix angular ce…
Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…
The Katz centrality of a node in a complex network is a measure of the node's importance as far as the flow of information across the network is concerned. For ensembles of locally tree-like and undirected random graphs, this observable is…
The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…
This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
Interference of randomly scattered classical waves naturally leads to familiar speckle patterns, where the wave intensity follows an exponential distribution while the wave field itself is described by a circularly symmetric complex normal…
We propose an analytical method to describe a matter density profile near a galaxy center. The description is based on the study of the distribution function of particles over possible trajectories. We establish a relation between the…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…
Motivated by the study of the propagation of convexity by semi-groups of stochastic differential equations and convex comparison between the distributions of solutions of two such equations, we study the comparison for the convex order…
Angular distributions of Thomson scattering are researched in the combined fields with a circularly polarization of laser field and a strong uniform magnetic field. The trajectories of the electron and the dependence of it on the initial…
In this brief note, we find formulas for the distribution and the transition probability matrices of a stochastic process described as a time-reversion in a finite time window of a Markov chain, with cluster observation of the Markov state…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the…
We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…
We consider random symmetric matrices with independent entries distributed according to the Haar measure on $\mathbb{Z}_p$ for odd primes $p$ and derive the distribution of their canonical form with respect to several equivalence relations.…