相关论文: Relations between generalised Wishart matrices, th…

We introduce and study new modules and spaces of generalized functions that are related to the classical Besov spaces. Various Schwartz distribution spaces are naturally embedded into our new generalized function spaces. We obtain precise…

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…

Following to the Weil method we generalize the Heisenberg-Robertson uncertainty relation for arbitrary two operators. Consideration is made in spherical coordinates, where the distant variable is restricted from one side, . By this reason…

Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by…

We report a transfer matrix study of the random bond $q-$state Potts model in the vicinity of the Ising model $q=2$. We draw attention to a precise determination of magnetic scaling dimensions in order to compare with perturbative results.…

Using the zero-curvature formulation, it is shown that W-algebra transformations are symmetries of corresponding generalised Drinfel'd-Sokolov hierarchies. This result is illustrated with the examples of the KdV and Boussinesque…

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this…

We derive an analog of the master equation obtained recently for correlation functions of the XXZ chain for a wide class of quantum integrable systems described by the R-matrix of the six-vertex model, including in particular continuum…

Bivariate normal distributions are often used to describe the joint probability density of a pair of random variables. These distributions arise across many domains, from telecommunications, to meteorology, ballistics, and computational…

In this paper we consider non-asymptotic behavior of the real compound Wishart matrices that generalize the classical real Wishart distribution. In particular, we consider matrices of the form 1/nXBX', where X consists of real centered…

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

We study the behavior of a real $p$-dimensional Wishart random matrix with $n$ degrees of freedom when $n,p\rightarrow\infty$ but $p/n\rightarrow 0$. We establish the existence of phase transitions when $p$ grows at the order…

According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…

In this note, we study the Gaussian fluctuations for the Wishart matrices $d^{-1}\mathcal{X}_{n, d}\mathcal{X}^{T}_{n, d}$, where $\mathcal{X}_{n, d}$ is a $n\times d$ random matrix whose entries are jointly Gaussian and correlated with row…

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…

A non-classical Weyl theory is developed for skew-self-adjoint Dirac systems with rectangular matrix potentials. The notion of the Weyl function is introduced and direct and inverse problems are solved. A Borg-Marchenko type uniqueness…

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…

Inspired by the theory of quantum information, I use two non-Hermitian random matrix models - a weighted sum of circular unitary ensembles and a product of rectangular Ginibre unitary ensembles - as building blocks of three new products of…

We calculate, through Monte Carlo numerical simulations, the partial total and direct correlation functions of the three dimensional symmetric Widom-Rowlinson mixture. We find that the differences between the partial direct correlation…