相关论文: The mutual affinity of random measures

Let $\Omega\subset\mathbb R^{n+1}$ be open and let $E\subset \partial\Omega$ with $0<H^s(E)<\infty$, for some $s\in(n,n+1)$, satisfy a local capacity density condition. In this paper it is shown that the harmonic measure cannot be mutually…

In this work, we investigate the incompatibility of random quantum measurements. Most previous work has focused on characterizing the maximal amount of white noise that any fixed number of incompatible measurements with a fixed number of…

We study random Morse functions on a Riemann manifold $(M^m,g)$ defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric $g$. The randomness is determined by a fixed Schwartz function $w$ and a…

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…

The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…

This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection…

The circular unitary ensemble and its generalizations concern a random matrix from a compact classical group $\mathrm{U}(N)$, $\mathrm{SU}(N)$, $\mathrm{O}(N)$, $\mathrm{SO}(N)$ or $\mathrm{USp}(N)$ distributed according to the Haar…

We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…

We show that for every countable group, any sequence of approximate homomorphisms with values in permutations can be realized as the restriction of a sofic approximation of an orbit equivalence relation. Moreover, this orbit equivalence…

We studied the mutual information between a stimulus and a large system consisting of stochastic, statistically independent elements that respond to a stimulus. The Mutual Information (MI) of the system saturates exponentially with system…

The quantum relative entropy $S(\rho||\sigma)$ is a widely used dissimilarity measure between quantum states, but it has the peculiarity of being asymmetric in its arguments. We quantify the amount of asymmetry by providing a sharp upper…

This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…

The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…

We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…