Search results for "Normal"

showing 10 items of 2571 documents

Generalized Riesz systems and orthonormal sequences in Krein spaces

2018

We analyze special classes of bi-orthogonal sets of vectors in Hilbert and in Krein spaces, and their relations with generalized Riesz systems. In this way, the notion of the first/second type sequences is introduced and studied. We also discuss their relevance in some concrete quantum mechanical system driven by manifestly non self-adjoint Hamiltonians.

Statistics and ProbabilityPure mathematics46N50 81Q12FOS: Physical sciencesGeneral Physics and AstronomyStatistical and Nonlinear PhysicsMathematical Physics (math-ph)Mathematics::Spectral TheoryRiesz basisBiorthogonal sequenceModeling and SimulationPT -symmetric HamiltonianKrein spaceOrthonormal basisSettore MAT/07 - Fisica MatematicaMathematical PhysicsMathematicsJournal of Physics A: Mathematical and Theoretical
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Affine equivariant multivariate rank methods

2003

The classical multivariate statistical methods (MANOVA, principal component analysis, multivariate multiple regression, canonical correlation, factor analysis, etc.) assume that the data come from a multivariate normal distribution and the derivations are based on the sample covariance matrix. The conventional sample covariance matrix and consequently the standard multivariate techniques based on it are, however, highly sensitive to outlying observations. In the paper a new, more robust and highly efficient, approach based on an affine equivariant rank covariance matrix is proposed and outlined. Affine equivariant multivariate rank concept is based on the multivariate Oja (Statist. Probab. …

Statistics and ProbabilityPure mathematicsApplied MathematicsMatrix t-distributionMultivariate normal distributionNormal-Wishart distributionCombinatoricsEstimation of covariance matricesScatter matrixStatistics::MethodologyMatrix normal distributionMultivariate t-distributionStatistics Probability and UncertaintyMathematicsMultivariate stable distributionJournal of Statistical Planning and Inference
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Gabor-like systems in ${cal L}^2({bf R}^d)$ and extensions to wavelets

2008

In this paper we show how to construct a certain class of orthonormal bases in starting from one or more Gabor orthonormal bases in . Each such basis can be obtained acting on a single function with a set of unitary operators which operate as translation and modulation operators in suitable variables. The same procedure is also extended to frames and wavelets. Many examples are discussed.

Statistics and ProbabilityPure mathematicsClass (set theory)Basis (linear algebra)General Physics and AstronomyStatistical and Nonlinear PhysicsFunction (mathematics)Translation (geometry)Unitary stateSet (abstract data type)WaveletModeling and SimulationOrthonormal basisGabor framesSettore MAT/07 - Fisica MatematicaMathematical PhysicsMathematics
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Hamiltonians defined by biorthogonal sets

2017

In some recent papers, the studies on biorthogonal Riesz bases has found a renewed motivation because of their connection with pseudo-hermitian Quantum Mechanics, which deals with physical systems described by Hamiltonians which are not self-adjoint but still may have real point spectra. Also, their eigenvectors may form Riesz, not necessarily orthonormal, bases for the Hilbert space in which the model is defined. Those Riesz bases allow a decomposition of the Hamiltonian, as already discussed is some previous papers. However, in many physical models, one has to deal not with o.n. bases or with Riesz bases, but just with biorthogonal sets. Here, we consider the more general concept of $\mat…

Statistics and ProbabilityPure mathematicsReal pointbiorthogonal setquasi-basesMathematics::Classical Analysis and ODEsPhysical systemFOS: Physical sciencesGeneral Physics and Astronomy01 natural sciencessymbols.namesake0103 physical sciencesOrthonormal basis0101 mathematics010306 general physicsMathematical PhysicsEigenvalues and eigenvectorsMathematicsQuantum PhysicsMathematics::Functional Analysis010102 general mathematicsHilbert spaceStatistical and Nonlinear PhysicsMathematical Physics (math-ph)pseudo-Hermitian HamiltonianModeling and SimulationBiorthogonal systemsymbolsQuantum Physics (quant-ph)Hamiltonian (quantum mechanics)
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Performance of adaptive sample size adjustment with respect to stopping criteria and time of interim analysis

2006

The benefit of adjusting the sample size in clinical trials on the basis of treatment effects observed in interim analysis has been the subject of several recent papers. Different conclusions were drawn about the usefulness of this approach for gaining power or saving sample size, because of differences in trial design and setting. We examined the benefit of sample size adjustment in relation to trial design parameters such as 'time of interim analysis' and 'choice of stopping criteria'. We compared the adaptive weighted inverse normal method with classical group sequential methods for the most common and for optimal stopping criteria in early, half-time and late interim analyses. We found …

Statistics and ProbabilityResearch designClinical Trials as TopicEpidemiologyComputer scienceInterim analysisClinical trialNormal-inverse Gaussian distributionSequential methodResearch DesignSample size determinationSample SizeInterimStatisticsEconometricsHumansOptimal stoppingStatistics in Medicine
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An approximation to maximum likelihood estimates in reduced models

1990

SUMMARY An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed discrete-continuous models.

Statistics and ProbabilityRestricted maximum likelihoodApplied MathematicsGeneral MathematicsMaximum likelihoodMultivariate normal distributionMaximum likelihood sequence estimationCovarianceAgricultural and Biological Sciences (miscellaneous)Extended modelStatisticsExpectation–maximization algorithmLog-linear modelStatistics Probability and UncertaintyGeneral Agricultural and Biological SciencesMathematicsBiometrika
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Volatility in Financial Markets: Stochastic Models and Empirical Results

2002

We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of the Hull and White model. The lognormal model well describes the pdf in the region of low values of volatility whereas the Hull and White model better approximates the empirical pdf for large values of volatility. Both models fails in describing the empirical pdf over a moderately large volatility range.

Statistics and ProbabilityStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic modellingEconophysicFinancial marketFOS: Physical sciencesQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability density functionStochastic processeCondensed Matter PhysicsEmpirical probabilitySettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)FOS: Economics and businessVolatilityLognormal modelHullEconomicsEconometricsMathematical PhysicVolatility (finance)Condensed Matter - Statistical Mechanics
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Is there a cost at encoding words with joined letters during visual word recognition?

2018

Abstract For simplicity, models of visual-word recognition have focused on printed words composed of separated letters, thus overlooking the processing of cursive words. Manso de Zuniga, Humphreys, and Evett (1991) claimed that there is an early “cursive normalization” encoding stage when processing written words with joined letters. To test this claim, we conducted a lexical decision experiment in which words were presented either with separated or joined letters. To examine if the cost of letter segmentation occurs early in processing, we also manipulated a factor (i.e., word-frequency) that is posited to affect subsequent lexical processing. Results showed faster response times for the w…

Statistics and ProbabilityVisual word recognitionbusiness.industryComputer science05 social sciencesNormalization (image processing)Experimental and Cognitive Psychologycomputer.software_genre050105 experimental psychology03 medical and health sciences0302 clinical medicineArts and Humanities (miscellaneous)Developmental and Educational PsychologyLexical decision task0501 psychology and cognitive sciencesPsychology (miscellaneous)Artificial intelligencebusinesscomputerCursive030217 neurology & neurosurgeryNatural language processingProgrames d'ordinadorLlenguatge i llengüesPsicológica Journal
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Extremal polynomials in stratified groups

2018

We introduce a family of extremal polynomials associated with the prolongation of a stratified nilpotent Lie algebra. These polynomials are related to a new algebraic characterization of abnormal subriemannian geodesics in stratified nilpotent Lie groups. They satisfy a set of remarkable structure relations that are used to integrate the adjoint equations.

Statistics and Probabilityextremal polynomialsMathematics - Differential GeometryPure mathematicsGeodesicStructure (category theory)Group Theory (math.GR)Characterization (mathematics)algebra01 natural sciencesdifferentiaaligeometriaMathematics - Analysis of PDEsMathematics - Metric Geometry53C17FOS: Mathematics0101 mathematicsAlgebraic numberMathematics - Differential Geometry; Mathematics - Differential Geometry; Mathematics - Analysis of PDEs; Mathematics - Group Theory; Mathematics - Metric Geometry; Mathematics - Optimization and Control; 53C17; 49K30; 17B70Mathematics - Optimization and ControlMathematics010102 general mathematicsStatisticsta111polynomitProlongation53C17 49K30 17B70Lie groupMetric Geometry (math.MG)abnormal extremals010101 applied mathematicsNilpotent Lie algebraNilpotentsub-Riemannian geometryabnormal extremals extremal polynomials Carnot groups sub-Riemannian geometryAbnormal extremals; Carnot groups; Extremal polynomials; Sub-Riemannian geometry; Analysis; Statistics and Probability; Geometry and Topology; Statistics Probability and UncertaintyDifferential Geometry (math.DG)Optimization and Control (math.OC)Carnot groups17B70Probability and UncertaintyGeometry and TopologyStatistics Probability and UncertaintyMathematics - Group TheoryAnalysisAnalysis of PDEs (math.AP)Mathematics - Differential Geometry; Mathematics - Differential Geometry; Mathematics - Analysis of PDEs; Mathematics - Group Theory; Mathematics - Metric Geometry; Mathematics - Optimization and Control; 53C17 49K30 17B7049K30
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Ordering and demixing transitions in multicomponent Widom-Rowlinson models.

1995

We use Monte Carlo techniques and analytical methods to study the phase diagram of multicomponent Widom-Rowlinson models on a square lattice: there are M species all with the same fugacity z and a nearest neighbor hard core exclusion between unlike particles. Simulations show that for M between two and six there is a direct transition from the gas phase at z < z_d (M) to a demixed phase consisting mostly of one species at z > z_d (M) while for M \geq 7 there is an intermediate ``crystal phase'' for z lying between z_c(M) and z_d(M). In this phase, which is driven by entropy, particles, independent of species, preferentially occupy one of the sublattices, i.e. spatial symmetry but not …

Statistics::TheoryStatistics::ApplicationsBethe latticeCondensed matter physicsStatistical Mechanics (cond-mat.stat-mech)Coordination numberFOS: Physical sciencesRenormalization groupLambdaSquare latticeIsing modelCondensed Matter - Statistical MechanicsPotts modelMathematicsPhase diagramPhysical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
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