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10 votes
1 answer
337 views

What are the predictive implications of conditional non-commutative probability?

To simplify things, let's consider the Hilbert approach to quantum probability over a finite dimensional vector space $V$ of dimension $n$. In this context a state $S$ is a positive semi-definite ...
11 votes
2 answers
353 views

Exponential decay of voltage potential difference

Consider the following adjacency matrix of a complete graph: $$A=(e^{-|i-j|})_{1\leq i\neq j\leq n}$$ with 0 on the diagonal. Let $D=diag\{d_1,...,d_n\}$ be the degree matrix where $d_i=\sum_{j\neq i}...
4 votes
2 answers
2k views

Advanced reference and roadmap about random matrices theory

There is few posts on MO that asked about reference on this topic, and I found some difficulty during the process of getting myself into the subject so here is the question. I really want to hear ...
6 votes
1 answer
353 views

Quaternion Wishart matrices of half-integer dimension?

For a physics application (quantum delay times of a chaotic scatterer) I need to generate $m$ positive random variables $\lambda_1,\lambda_2,\ldots\lambda_m$ with probability distribution $$P_\beta(\...
36 votes
0 answers
2k views

Correspondence between eigenvalue distributions of random unitary and random orthogonal matrices

In the course of a physics problem (arXiv:1206.6687), I stumbled on a curious correspondence between the eigenvalue distributions of the matrix product $U\bar{U}$, with $U$ a random unitary matrix and ...
2 votes
0 answers
1k views

Can we pass to the limit in Poincaré-Jaynes-Bretthorst interpolation and deconvolution?

In Science and Hypothesis, chapter XI, The calculus of probabilities, Henri Poincaré deals informally with the fundamental problem of interpolation. He concludes (see http://ia600308.us.archive.org/21/...