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1.
The study of the noncentral matrix variate beta type distributions has been sidelined because the final expressions for the densities depend on an integral that has not been resolved in an explicit way. We derive an exact expression for the nonnull distribution of Wilks’ statistic and precise expressions for the densities of the ratio and product of two independent components of matrix variates where one matrix variate has the noncentral matrix variate beta type I distribution and the other has the matrix variate beta type I distribution. We provide the expressions for the densities of the determinant of the ratio and the product of these two components. These distributions play a fundamental role in various areas of statistics, for example in the criteria proposed by Wilks.  相似文献   

2.
In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by D?´az-Garc?´a and Gutiérrez Jáimez [José A. D?´az-Garc?´a, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571-582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1.  相似文献   

3.
In this paper, the noncentral matrix quadratic forms of the skew elliptical variables are studied. A family of the matrix variate noncentral generalized Dirichlet distributions is introduced as the extension of the noncentral Wishart distributions, the Dirichlet distributions and the noncentral generalized Dirichlet distributions. Main distributional properties are investigated. These include probability density and closure property under linear transformation and marginalization, the joint distribution of the sub-matrices of the matrix quadratic forms in the skew elliptical variables and the moment generating functions and Bartlett's decomposition of the matrix quadratic forms in the skew normal variables. Two versions of the noncentral Cochran's Theorem for the matrix variate skew normal distributions are obtained, providing sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the matrix variate noncentral generalized Dirichlet distributions. Applications include the properties of the least squares estimation in multivariate linear model and the robustness property of the Wilk's likelihood ratio statistic in the family of the matrix variate skew elliptical distributions.  相似文献   

4.
In this paper, the study of bivariate generalised beta types I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.  相似文献   

5.
Noncentral elliptical configuration density   总被引:1,自引:0,他引:1  
The noncentral configuration density, derived under an elliptical model, generalizes and corrects the Gaussian configuration and some Pearson results. Partition theory is then used to obtain explicit configuration densities associated with matrix variate symmetric Kotz type distributions (including the normal distribution), matrix variate Pearson type VII distributions (including t and Cauchy distributions), the matrix variate symmetric Bessel distribution (including the Laplace distribution) and the matrix variate symmetric Jensen-logistic distribution.  相似文献   

6.
7.
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and polar decompositions of matrix Y are determined, for central and non-central, non-singular and singular cases, as well as their relationship to the Wishart and pseudo-Wishart generalized singular and non-singular distributions. Some of these results are also applied to two particular subfamilies of elliptical distributions, the singular matrix variate normal distribution and the singular matrix variate symmetric Pearson type VII distribution.  相似文献   

8.
This paper explains the differences between the densities and the Jacobians of the transforms of the same singular random matrices treated by several authors. Some comments on the results proposed by Srivastava [Singular Wishart and multivariate beta distributions, Ann. Statist. 31 (2003) 1537-1560] are presented. Definitions about a measure with respect to which a singular random matrix possesses a density are proposed. Finally two Jacobians of certain transforms under any of those measures are found.  相似文献   

9.
We consider the problem of estimating the eigenvalues of noncentrality parameter matrix in a matrix variate noncentral beta distribution, also known as multivariate noncentral F distribution. A decision theoretic approach is taken with square error as the loss function. We propose two types of new estimators and show their superior performance theoretically as well as numerically.  相似文献   

10.
Summary Crowther [2] studied the distribution of a quadratic form in a matrix normal variate. This, in some sense, is extended by De Waal [4]. They represented the density function of this quadratic form in terms of generalized Hayakawa polynomials. Application of some specific results of these authors facilitates the derivation of distributions of quadratic forms of the matric-t variate. Attention is also given to the distributions of the characteristic roots and the trace of this quadratic matrix. Special cases are considered and some useful integrals are formulated. Financially supported by the CSIR and the University of the Orange Free State  相似文献   

11.
The asymptotic distributions of the elementary symmetric functions (esf's) of the characteristic roots of a noncentral multivariate beta matrix and of the generalized correlation matrix (noncentral under the assumption of linearity) are derived.  相似文献   

12.
Several authors have proposed mechanical models to predict long term tooth movement, considering both the tooth and its surrounding bone tissue as isotropic linear elastic materials coupled to either an adaptative elasticity behavior or an update of the elasticity constants with density evolution. However, tooth movements obtained through orthodontic appliances result from a complex biochemical process of bone structure and density adaptation to its mechanical environment, called bone remodeling. This process is far from linear reversible elasticity. It leads to permanent deformations due to biochemical actions. The proposed biomechanical constitutive law, inspired from Doblaré and García (2002) [30], is based on a elasto-viscoplastic material coupled with Continuum isotropic Damage Mechanics (Doblaré and García (2002) [30] considered only the case of a linear elastic material coupled with damage). The considered damage variable is not actual damage of the tissue but a measure of bone density. The damage evolution law therefore implies a density evolution. It is here formulated as to be used explicitly for alveolar bone, whose remodeling cells are considered to be triggered by the pressure state applied to the bone matrix. A 2D model of a tooth submitted to a tipping movement, is presented. Results show a reliable qualitative prediction of bone density variation around a tooth submitted to orthodontic forces.  相似文献   

13.
In multivariate statistics under normality, the problems of interest are random covariance matrices (known as Wishart matrices) and “ratios” of Wishart matrices that arise in multivariate analysis of variance (MANOVA) (see 24). The bimatrix variate beta type IV distribution (also known in the literature as bimatrix variate generalised beta; matrix variate generalization of a bivariate beta type I) arises from “ratios” of Wishart matrices. In this paper, we add a further independent Wishart random variate to the “denominator” of one of the ratios; this results in deriving the exact expression for the density function of the bimatrix variate extended beta type IV distribution. The latter leads to the proposal of the bimatrix variate extended F distribution. Some interesting characteristics of these newly introduced bimatrix distributions are explored. Lastly, we focus on the bivariate extended beta type IV distribution (that is an extension of bivariate Jones’ beta) with emphasis on P(X1<X2) where X1 is the random stress variate and X2 is the random strength variate.  相似文献   

14.
We develop the Hutchinson-Barnsley theory for finite families of mappings on a metric space endowed with a directed graph. In particular, our results subsume a classical theorem of J.E. Hutchinson [J.E. Hutchinson, Fractals and self-similarity, Indiana Univ. Math. J. 30 (1981) 713-747] on the existence of an invariant set for an iterated function system of Banach contractions, and a theorem of L. Máté [L. Máté, The Hutchinson-Barnsley theory for certain non-contraction mappings, Period. Math. Hungar. 27 (1993) 21-33] concerning finite families of locally uniformly contractions introduced by Edelstein. Also, they generalize recent fixed point theorems of A.C.M. Ran and M.C.B. Reurings [A.C.M. Ran, M.C.B. Reurings, A fixed point theorem in partially ordered sets and some applications to matrix equations, Proc. Amer. Math. Soc. 132 (2004) 1435-1443], J.J. Nieto and R. Rodríguez-López [J.J. Nieto, R. Rodríguez-López, Contractive mapping theorems in partially ordered sets and applications to ordinary differential equations, Order 22 (2005) 223-239; J.J. Nieto, R. Rodríguez-López, Existence and uniqueness of fixed point in partially ordered sets and applications to ordinary differential equations, Acta Math. Sin. (Engl. Ser.) 23 (2007) 2205-2212], and A. Petru?el and I.A. Rus [A. Petru?el, I.A. Rus, Fixed point theorems in ordered L-spaces, Proc. Amer. Math. Soc. 134 (2006) 411-418] for contractive mappings on an ordered metric space. As an application, we obtain a theorem on the convergence of infinite products of linear operators on an arbitrary Banach space. This result yields new generalizations of the Kelisky-Rivlin theorem on iterates of the Bernstein operators on the space C[0,1] as well as its extensions given recently by H. Oruç and N. Tuncer [H. Oruç, N. Tuncer, On the convergence and iterates of q-Bernstein polynomials, J. Approx. Theory 117 (2002) 301-313], and H. Gonska and P. Pi?ul [H. Gonska, P. Pi?ul, Remarks on an article of J.P. King, Comment. Math. Univ. Carolin. 46 (2005) 645-652].  相似文献   

15.
The aim of the present paper is to study precompactness and compactness within the framework of asymmetric locally convex spaces, defined and studied by the author in [S. Cobza?, Asymmetric locally convex spaces, Int. J. Math. Math. Sci. 2005 (16) (2005) 2585-2608]. The obtained results extend some results on compactness in asymmetric normed spaces proved by [L.M. García-Raffi, Compactness and finite dimension in asymmetric normed linear spaces, Topology Appl. 153 (2005) 844-853], and [C. Alegre, I. Ferrando, L.M. García-Raffi, E.A. Sánchez-Pérez, Compactness in asymmetric normed spaces, Topology Appl. 155 (6) (2008) 527-539].  相似文献   

16.
We study families of holomorphic vector fields, holomorphically depending on parameters, in a neighborhood of an isolated singular point. When the singular point is in the Poincaré domain for every vector field of the family we prove, through a modification of classical Sternberg's linearization argument, cf. Nelson (1969) [7] too, analytic dependence on parameters of the linearizing maps and geometric bounds on the linearization domain: each vector field of the family is linearizable inside the smallest Euclidean sphere which is not transverse to the vector field, cf. Brushlinskaya (1971) [2], Ilyashenko and Yakovenko (2008) [5] for related results. We also prove, developing ideas in Martinet (1980) [6], a version of Brjuno's Theorem in the case of linearization of families of vector fields near a singular point of Siegel type, and apply it to study some 1-parameter families of vector fields in two dimensions.  相似文献   

17.
In 1980, Brézis[6], using the technique of dividing the total space into two parts, proved the embedding theorem of limiting case which is very important in applications. In 1982, Ding Xiaqi improved the proof given in [6], by using of the technique of dividing the total space into three parts. In this paper, using the technique of dividing the total space into three parts, the author proves uniformly the results obtained by Ding[3,4], and gives an embedding theorem of limiting case including (Lemma 2.2). And he also gives two kinds of examples, applying the embedding theorems (limiting case and non-limiting case) and the interpolation theorems. These examples are the singular perturbation problems in the sense of Lions[1] (for the definition of singular perturbation, see [1], Introduction). But the singular solutionU e converges uniformly to the limit solution (degenerate)U, ase0.  相似文献   

18.
It has been shown in [Nuclear Science and Engineering 93 (1986) 6799] that the finite difference discretization of Navier–Stoke's equation leads to the solution of N×N system written in the matrix form as My=B, where M is a quasi-tridiagonal having non-zero elements at the top right and bottom left corners. We present an efficient parallel algorithm on a p-processor hypercube implemented in two phases. In phase I a generalization of an algorithm due to Kowalik [High Speed Computation, Springer, New York] is developed which decomposes the above matrix system into smaller quasi-tridiagonal (p+1)×(p+1) subsystem, which is then solved in Phase II using an odd–even reduction method.  相似文献   

19.
We continue our study on infinitesimal lifting properties of maps between locally noetherian formal schemes started in [L. Alonso Tarrío, A. Jeremías López, M. Pérez Rodríguez, Infinitesimal lifting and Jacobi criterion for smoothness on formal schemes, Comm. Alg. 35 (2007) 1341-1367]. In this paper, we focus on some properties which arise specifically in the formal context. In this vein, we make a detailed study of the relationship between the infinitesimal lifting properties of a morphism of formal schemes and those of the corresponding maps of usual schemes associated to the directed systems that define the corresponding formal schemes. Among our main results, we obtain the characterization of completion morphisms as pseudo-closed immersions that are flat. Also, the local structure of smooth and étale morphisms between locally noetherian formal schemes is described: the former factors locally as a completion morphism followed by a smooth adic morphism and the latter as a completion morphism followed by an étale adic morphism.  相似文献   

20.
矩阵奇异值的下界估计   总被引:2,自引:0,他引:2  
李竹香  逄明贤 《计算数学》1998,20(4):377-382
本文中总记mxn复(实)矩阵空间以C"""(R"""),q二min{。,n).设A一(a;。)e*-"-,A的q个奇异值按递减次序排列为。1川三。2(AZ...Z内科三0.对A的奇异值,特别是最小奇异值的下界估计,是矩阵分析的重要课题,在目前已有重要估计【回叫,C.R.Johnson给出的下述最小奇异值下界估计是最好的结果11]:矩阵Cassini型谱包含域得到了矩阵奇异值的一个下界估计式.进而给出了达到下界估计式时的矩阵表征,所得结果改进了山一[4]之相应结果.我们首先讨论方阵的情况.引理1.设A二(。ti)EC""",人()={Al(A),...,A…  相似文献   

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