Results 11 to 20 of about 12,746,553 (278)
SL(n) covariant function-valued valuations [PDF]
Advances in Mathematics, 2021 Classifications of $\rm{SL}(n)$ covariant function-valued valuations are established with some assumptions of continuity. New valuations, for example, weighted moment functions, are introduced and our classifications give unified characterizations of the Laplace transform on convex bodies, $L_p$ moment bodies, $L_p$ difference bodies, and polar $L_p ...
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Means and covariance functions for geostatistical compositional data: an axiomatic approach [PDF]
, 2017 This work focuses on the characterization of the central tendency of a sample of compositional data. It provides new results about theoretical properties of means and covariance functions for compositional data, with an axiomatic perspective.
A Kolmogorov +29 more
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Conformal covariant correlation functions
Nuclear Physics B, 1972 The general constraints of “full conformal symmetry”, on n-point correlation functions are discussed. An identity for the three-point correlation function is derived from conformal symmetry, which allows to derive an integral representation for any “irreducible” conformal graph.
S.FERRARA, G.PARISI
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Bivariate covariance functions of Pólya type
Journal of Multivariate Analysis, 2023 We provide sufficient conditions of Pólya type which guarantee the positive definiteness of a $2\times 2$-matrix-valued function in $\mathbb{R}$ and $\mathbb{R}^3$. Several bivariate covariance models have been proposed in literature, where all components of the covariance matrix are of the same parametric family, such as the bivariate Matérn model ...
Olga Moreva, Martin Schlather
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Discriminant Functions with Covariance
The Annals of Mathematical Statistics, 1948 This paper discusses the extension of the discriminant function to the case where certain variates (called the covariance variates) are known to have the same means in all populations. Although such variates have no discriminating power by themselves, they may still be utilized in the discriminant function.
Cochran, W. G., Bliss, C. I.
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Large covariance matrices: smooth models from the two-point correlation function [PDF]
, 2015 We introduce a new method for estimating the covariance matrix for the galaxy correlation function in surveys of large-scale structure. Our method combines simple theoretical results with a realistic characterization of the survey to dramatically reduce ...
R. O’Connell +4 more
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On Time Correlations for KPZ Growth in One Dimension [PDF]
, 2016 Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate.
Ferrari, Patrik L., Spohn, Herbert
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Physical properties of the Schur complement of local covariance matrices [PDF]
, 2007 General properties of global covariance matrices representing bipartite Gaussian states can be decomposed into properties of local covariance matrices and their Schur complements. We demonstrate that given a bipartite Gaussian state $\rho_{12}$ described
Eisert J Wolf M M +7 more
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An unbiased estimator for the ellipticity from image moments [PDF]
, 2017 An unbiased estimator for the ellipticity of an object in a noisy image is given in terms of the image moments. Three assumptions are made: i) the pixel noise is normally distributed, although with arbitrary covariance matrix, ii) the image moments are ...
Tessore, Nicolas
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, 2018 We consider the problem of estimating the covariance function of an isotropic Gaussian stochastic field on the unit sphere using a single observation at each point of the discretized sphere.
N. Leonenko, M. Taqqu, G. Terdik
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