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Tracy–Widom Distribution
The Tracy–Widom distribution is a probability distribution from random matrix theory introduced by . It is the distribution of the normalized largest eigenvalue of a random Hermitian matrix. The distribution is defined as a Fredholm determinant. In practical terms, Tracy–Widom is the crossover function between the two phases of weakly versus strongly coupled components in a system. It also appears in the distribution of the length of the longest increasing subsequence of random permutations, as large-scale statistics in the Kardar-Parisi-Zhang equation, in current fluctuations of the asymmetric simple exclusion process (ASEP) with step initial condition, and in simplified mathematical models of the behavior of the longest common subsequence problem on random inputs. See and for experimental testing (and verifying) that the interface fluctuations of a growing droplet (or substrate) are described by the TW distribution F_2 (or F_1) as predicted by . The distribution ''F''1 is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Painlevé Transcendent
Painlevé, a surname, may refer to: __NOTOC__ People * Jean Painlevé (1902–1989), French film director, actor, translator, animator, son Paul * Paul Painlevé (1863–1933), French mathematician and politician, twice Prime Minister of France Mathematics * Painlevé conjecture, a conjecture about singularities in the n-body problem by Paul Painlevé * Painlevé paradox, a paradox in rigid-body dynamics by Paul Painlevé * Painlevé transcendents In mathematics, Painlevé transcendents are solutions to certain nonlinear second-order ordinary differential equations in the complex plane with the Painlevé property (the only movable singularities are poles), but which are not generally solvabl ..., ordinary differential equation solutions discovered by Paul Painlevé Other * French aircraft carrier ''Painlevé'', a planned ship named in honor of Paul Painlevé {{DEFAULTSORT:Painleve ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Communications In Mathematical Physics
''Communications in Mathematical Physics'' is a peer-reviewed academic journal published by Springer. The journal publishes papers in all fields of mathematical physics, but focuses particularly in analysis related to condensed matter physics, statistical mechanics and quantum field theory, and in operator algebras, quantum information and relativity. History Rudolf Haag conceived this journal with Res Jost, and Haag became the Founding Chief Editor. The first issue of ''Communications in Mathematical Physics'' appeared in 1965. Haag guided the journal for the next eight years. Then Klaus Hepp succeeded him for three years, followed by James Glimm, for another three years. Arthur Jaffe began as chief editor in 1979 and served for 21 years. Michael Aizenman became the fifth chief editor in the year 2000 and served in this role until 2012. The current editor-in-chief is Horng-Tzer Yau. Archives Articles from 1965 to 1997 are available in electronic form free of charge, via Pro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
European Mathematical Society
The European Mathematical Society (EMS) is a European organization dedicated to the development of mathematics in Europe. Its members are different mathematical societies in Europe, academic institutions and individual mathematicians. The current president is Volker Mehrmann, professor at the Institute for Mathematics at the Technical University of Berlin. Goals The Society seeks to serve all kinds of mathematicians in universities, research institutes and other forms of higher education. Its aims are to #Promote mathematical research, both pure and applied, #Assist and advise on problems of mathematical education, #Concern itself with the broader relations of mathematics to society, #Foster interaction between mathematicians of different countries, #Establish a sense of identity amongst European mathematicians, #Represent the mathematical community in supra-national institutions. The EMS is itself an Affiliate Member of the International Mathematical Union and an Associate Membe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
International Congress Of Mathematicians
The International Congress of Mathematicians (ICM) is the largest conference for the topic of mathematics. It meets once every four years, hosted by the International Mathematical Union (IMU). The Fields Medals, the Nevanlinna Prize (to be renamed as the IMU Abacus Medal), the Carl Friedrich Gauss Prize, Gauss Prize, and the Chern Medal are awarded during the congress's opening ceremony. Each congress is memorialized by a printed set of Proceedings recording academic papers based on invited talks intended to be relevant to current topics of general interest. Being List of International Congresses of Mathematicians Plenary and Invited Speakers, invited to talk at the ICM has been called "the equivalent ... of an induction to a hall of fame". History Felix Klein and Georg Cantor are credited with putting forward the idea of an international congress of mathematicians in the 1890s.A. John Coleman"Mathematics without borders": a book review ''CMS Notes'', vol 31, no. 3, April 1999 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of Multivariate Analysis
The ''Journal of Multivariate Analysis'' is a monthly peer-reviewed scientific journal that covers applications and research in the field of multivariate statistical analysis. The journal's scope includes theoretical results as well as applications of new theoretical methods in the field. Some of the research areas covered include copula modeling, functional data analysis, graphical modeling, high-dimensional data analysis, image analysis, multivariate extreme-value theory, sparse modeling, and spatial statistics. According to the ''Journal Citation Reports'', the journal has a 2017 impact factor of 1.009. See also *List of statistics journals This is a list of scientific journals published in the field of statistics. Introductory and outreach *''The American Statistician'' *'' Significance'' General theory and methodology *''Annals of the Institute of Statistical Mathematics'' *'' ... References External links * {{DEFAULTSORT:Journal of Multivariate Analysi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of The American Mathematical Society
The ''Journal of the American Mathematical Society'' (''JAMS''), is a quarterly peer-reviewed mathematical journal published by the American Mathematical Society. It was established in January 1988. Abstracting and indexing This journal is abstracted and indexed in: 2011. American Mathematical Society. * * * * ISI Ale ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marchenko–Pastur Distribution
In the mathematical theory of random matrices, the Marchenko–Pastur distribution, or Marchenko–Pastur law, describes the asymptotic behavior of singular values of large rectangular random matrices. The theorem is named after Ukrainian mathematicians Vladimir Marchenko and Leonid Pastur who proved this result in 1967. If X denotes a m\times n random matrix whose entries are independent identically distributed random variables with mean 0 and variance \sigma^2 1\\ \nu(A),& \text 0\leq \lambda \leq 1, \end and : d\nu(x) = \frac \frac \,\mathbf_\, dx with : \lambda_ = \sigma^2(1 \pm \sqrt)^2. The Marchenko–Pastur law also arises as the free Poisson law in free probability theory, having rate 1/\lambda and jump size \sigma^2. Cumulative distribution function Using the same notation, cumulative distribution function reads : F_\lambda(x) =\begin \frac \mathbf_ + \left ( \frac + F(x) \right ) \mathbf_ + \mathbf_ ,& \text \lambda >1\\ F(x)\mathbf_ + \mathbf_,& \text 0\leq \ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Wigner Semicircle Distribution
The Wigner semicircle distribution, named after the physicist Eugene Wigner, is the probability distribution on minus;''R'', ''R''whose probability density function ''f'' is a scaled semicircle (i.e., a semi-ellipse) centered at (0, 0): :f(x)=\sqrt\, for −''R'' ≤ ''x'' ≤ ''R'', and ''f''(''x'') = 0 if '', x, '' > ''R''. It is also a scaled beta distribution: if ''Y'' is beta-distributed with parameters α = β = 3/2, then ''X'' = 2''RY'' – ''R'' has the Wigner semicircle distribution. The distribution arises as the limiting distribution of eigenvalues of many random symmetric matrices as the size of the matrix approaches infinity. The distribution of the spacing between eigenvalues is addressed by the similarly named Wigner surmise. General properties The Chebyshev polynomials of the third kind are orthogonal polynomials with respect to the Wigner semicircle distribution. For positive integers ''n'', the 2''n''-th moment of this distribution is :E(X^)=\ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Excess Kurtosis
In probability theory and statistics, kurtosis (from el, κυρτός, ''kyrtos'' or ''kurtos'', meaning "curved, arching") is a measure of the "tailedness" of the probability distribution of a real-valued random variable. Like skewness, kurtosis describes a particular aspect of a probability distribution. There are different ways to quantify kurtosis for a theoretical distribution, and there are corresponding ways of estimating it using a sample from a population. Different measures of kurtosis may have different interpretations. The standard measure of a distribution's kurtosis, originating with Karl Pearson, is a scaled version of the fourth moment of the distribution. This number is related to the tails of the distribution, not its peak; hence, the sometimes-seen characterization of kurtosis as "peakedness" is incorrect. For this measure, higher kurtosis corresponds to greater extremity of deviations (or outliers), and not the configuration of data near the mean. It is co ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Skewness
In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable about its mean. The skewness value can be positive, zero, negative, or undefined. For a unimodal distribution, negative skew commonly indicates that the ''tail'' is on the left side of the distribution, and positive skew indicates that the tail is on the right. In cases where one tail is long but the other tail is fat, skewness does not obey a simple rule. For example, a zero value means that the tails on both sides of the mean balance out overall; this is the case for a symmetric distribution, but can also be true for an asymmetric distribution where one tail is long and thin, and the other is short but fat. Introduction Consider the two distributions in the figure just below. Within each graph, the values on the right side of the distribution taper differently from the values on the left side. These tapering sides are called ''tail ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviation; for e ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
