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We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a…

统计理论 · 数学 2015-09-22 Luc Devroye , Matthieu Lerasle , Gabor Lugosi , Roberto I. Oliveira

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…

统计力学 · 物理学 2015-10-05 Philipp Thomas , Ramon Grima

We prove that the results of a finite set of general quantum measurements on an arbitrary dimensional quantum system can be simulated using a polynomial (in measurements) number of hidden-variable states. In the limit of infinitely many…

量子物理 · 物理学 2008-11-11 Borivoje Dakic , Milovan Suvakov , Tomasz Paterek , Caslav Brukner

We study the Hilbert-Schmidt measure on the manifold of mixed Gaussian states in multi mode continuous variable quantum systems. An analytical expression for the Hilbert-Schmidt volume element is derived. Its corresponding probability…

量子物理 · 物理学 2015-03-10 Valentin Link , Walter T. Strunz

This study proposes a pseudo random number generator of q-Gaussian random variables for a range of q values, -infinity < q < 3, based on deterministic chaotic map dynamics. Our method consists of chaotic maps on the unit circle and map…

信息论 · 计算机科学 2013-01-10 Ken Umeno , Aki-Hiro Sato

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

统计力学 · 物理学 2007-05-23 John Evans , Fredrick Michael

A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…

统计理论 · 数学 2013-11-12 E. Ostrovsky , L. Sirota , A. Zeldin

Quantum Gaussian states can be considered as the majority of the practical quantum states used in quantum communications and more generally in quantum information. Here we consider their properties in relation with the geometrically uniform…

量子物理 · 物理学 2014-10-21 Gianfranco Cariolaro , Roberto Corvaja , Gianfranco Pierobon

We appeal to a complex q-Fourier transform as a generalization of the (real) one analyzed in [Milan J. Math. {\bf 76} (2008) 307]. By recourse to tempered ultra-distributions we are able to show that the q-Gaussian distribution can be…

数学物理 · 物理学 2015-06-12 A. Plastino , M. C. Rocca

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

统计理论 · 数学 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial…

机器学习 · 统计学 2025-10-16 Lorenzo Marinucci , Gabriele D'Acunto , Paolo Di Lorenzo , Sergio Barbarossa

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…

统计方法学 · 统计学 2016-11-02 Matthew Plumlee , V. Roshan Joseph

We study numerical methods for simulating diffusions that exploit the orthogonal invariance of the Gaussian law, building on the work of Cruzeiro, Malliavin and Thalmeier.

概率论 · 数学 2023-07-03 Charles Curry

Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…

统计理论 · 数学 2007-06-13 Mathias Drton

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

概率论 · 数学 2024-12-17 T. Bloom , D. Dauvergne , N. Levenberg

The q-Gaussians are a class of stable distributions which are present in many scientific fields, and that behave as heavy tailed distributions for an especific range of q values. The identification of these values, which are used in the…

数据分析、统计与概率 · 物理学 2015-06-11 E. L de Santa Helena , C. M. Nascimento , G. J. L. Gerhardt

We introduce two q-analogues of the 2D-Hermite polynomials which are functions of two complex variables. We derive explicit formulas, orthogonality relations, raising and lowering operator relations, generating functions, and Rodrigues…

经典分析与常微分方程 · 数学 2015-08-21 Mourad E. H. Ismail , Ruiming Zhang

Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical…

统计理论 · 数学 2024-12-30 Ha-Young Shin , Hee-Seok Oh

The purpose of this note is to study asymptotic zero distribution of multivariate random polynomials as their degrees grow. For a smooth weight function with super logarithmic growth at infinity, we consider random linear combinations of…

复变函数 · 数学 2020-11-09 Turgay Bayraktar

q-Gaussians are probability distributions having their origin in the framework of Tsallis statistics. A continuous real parameter q is characterizing them so that, in the range 1 < q < 3, the q-functions pass from the usual Gaussian form,…

综合物理 · 物理学 2023-07-24 Amelia Carolina Sparavigna