This technical report summarizes a number of results for the multivariate t distribution which can exhibit heavier tails than the Gaussian distribution. It is shown how t random variables can be generated, the probability density function (pdf) is derived, and marginal and conditional densities of partitioned t random vectors are presented. Moreover, a brief comparison with the multivariate Gau...

We show the existence of Gaussian multipartite bound information which is a classical analog of Gaussian multipartite bound entanglement. We construct a tripartite Gaussian distribution from which no secret key can be distilled between any two parties yet it cannot be created by local operations and public communication. This demonstrates a close link between entanglement and secrecy in the dom...

The spectral formulation of the stochastic nite element method (SSFEM) is applied to the problem of heat conduction in a random medium. Speciically, the conductivity of the medium, as well as its heat capacity are treated as uncorrelated random processes with spatial random uctuations. The paper introduces the basic concepts of the SSFEM using a simple one-dimensional heat conduction examples. ...

In [9] we introduced a new framework for asymptotic probabilities. in which a r i-add~t~ve measure is defined on the sample space of all sequences A =< dl.d?. . d, > of finite models. where the uniberse of sf,, is { I . 2. ...n ) . In this framework we Investigated the strong 0-1 law for sentences. whlch states that each sentence either holds in d,, eventually almost surely or fails In d,, even...

We consider the separate source coding problem of correlated Gaussian observations . We consider the case that satisfy where are correlated Gaussian random variables and are independent additive Gaussian noises also independent of . On this coding system the determination problem of the rate distortion region remains open. In our previous work, we derived explicit outer and inner bounds of the ...

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d. random variables with multidimensional indices, multivariate empirical processes, and scan statistics in change-point and signal detection as special cases. Some key ingredients in these extensions are moderate devia...

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many others. We apply our method to derive general concentration inequalities for polynomials of independent random variables. We show that our method implies concentra...

In studies of hydrodynamic turbulence and nonequilibrium systems, it has been demonstrated that the observed non-Gaussian probability density functions are often described effectively by a superposition of Gaussian distributions with fluctuating variances. Based on this framework, we propose a general method to characterize intermittent and non-Gaussian time series. In our approach, an observed...

High Order Statistics (HOS) are widely used in many algorithms ranging from blind identification to signal separation. A well-known identifiability result is that at most one Gaussian source should be present in static mixtures [J. Eriksson, V. Koivunen, Identifiability, separability and uniqueness of linear ICA models, IEEE Signal Process. Lett. (2004) 601–604]. The reason for this is that the...