相关论文: Matrix-variate growth-decay models
We explore some properties of a recent representation of permanental vectors which expresses them as sums of independent vectors with components that are independent gamma random variables.
We consider certain matrix-products where successive matrices in the product belong alternately to a particular qualitative class or its transpose. The main theorems relate structural and spectral properties of these matrix-products to the…
This note examines linear combinations of multi-indexed sequences and derives the multivariate generating function of such a linear combination in terms of the original sequence's m.g.f. Applications include finding distributions and…
Modeling of growth (or decay) curves arises in many fields such as microbiology, epidemiology, marketing, and econometrics. Parametric forms like Logistic and Gompertz are often used for modeling such monotonic patterns. While useful for…
A generalization of the economic model of logistic growth, which takes into account the effects of memory and crises, is suggested. Memory effect means that the economic factors and parameters at any given time depend not only on their…
Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional…
New expansionary and rotational quadratic forms are constructed for $E^n$-endomorphisms. Relations amongst the various eigenvalues, eigendirections and matrix invariants are established, including propositions on complexity and geometric…
We present generating functions for extensions of multiplicative invariants of wreath symmetric products of orbifolds presented as the quotient by the locally free action of a compact, connected Lie group in terms of orbifold sector…
An algorithm is given for computing explicit formulas for the generators of relations among the invariant rational functions for vector-valued bilinear forms. These formulas have applications in the geometry of Riemannian submanifolds and…
Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
As mathematical model for the evolutionary equations of species the masterequation is choiced. Two formulations will be demonstrated to include the changes of parameters into the masterequation - that is, on the one hand, the formation of a…
In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…
This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…
Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…
The replicator-mutator equation is a model for populations of individuals carrying different traits, with a fitness function mediating their ability to replicate, and a stochastic model for mutation. We derive analytical solutions for the…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This…
Several subadditivity results and conjectures are given for matrices (or operators), block-matrices, concave functions and norms.
It is well known that the product of two independent regularly varying random variables with the same tail index is again regularly varying with this index. In this paper, we provide sharp sufficient conditions for the regular variation…