In statistics, Bhattacharyya angle, also called statistical angle, is a measure of distance between two probability measures defined on a finite probability space. It is defined as
where pi, qi are the probabilities assigned to the point i, for i = 1, ..., n, and
is the Bhattacharya coefficient. [1]
The Bhattacharya distance is the geodesic distance in the orthant of the sphere obtained by projecting the probability simplex on the sphere by the transformation .
This distance is compatible with Fisher metric. It is also related to Bures distance and fidelity between quantum states as for two diagonal states one has
In mathematical physics and mathematics, the Pauli matrices are a set of three 2 × 2 complex matrices which are Hermitian and unitary. Usually indicated by the Greek letter sigma, they are occasionally denoted by tau when used in connection with isospin symmetries. They are
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be k-variate normally distributed if every linear combination of its k components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value.
In probability theory, Chebyshev's inequality guarantees that, for a wide class of probability distributions, no more than a certain fraction of values can be more than a certain distance from the mean. Specifically, no more than 1/k2 of the distribution's values can be more than k standard deviations away from the mean. The rule is often called Chebyshev's theorem, about the range of standard deviations around the mean, in statistics. The inequality has great utility because it can be applied to any probability distribution in which the mean and variance are defined. For example, it can be used to prove the weak law of large numbers.
In statistics, correlation or dependence is any statistical relationship, whether causal or not, between two random variables or bivariate data. In the broadest sense correlation is any statistical association, though it commonly refers to the degree to which a pair of variables are linearly related. Familiar examples of dependent phenomena include the correlation between the height of parents and their offspring, and the correlation between the price of a good and the quantity the consumers are willing to purchase, as it is depicted in the so-called demand curve.
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In statistics, the Bhattacharyya distance measures the similarity of two probability distributions. It is closely related to the Bhattacharyya coefficient which is a measure of the amount of overlap between two statistical samples or populations. Both measures are named after Anil Kumar Bhattacharya, a statistician who worked in the 1930s at the Indian Statistical Institute.
The Einstein–Hilbert action in general relativity is the action that yields the Einstein field equations through the principle of least action. With the (− + + +) metric signature, the gravitational part of the action is given as
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Directional statistics is the subdiscipline of statistics that deals with directions, axes or rotations in Rn. More generally, directional statistics deals with observations on compact Riemannian manifolds.
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Toroidal coordinates are a three-dimensional orthogonal coordinate system that results from rotating the two-dimensional bipolar coordinate system about the axis that separates its two foci. Thus, the two foci and in bipolar coordinates become a ring of radius in the plane of the toroidal coordinate system; the -axis is the axis of rotation. The focal ring is also known as the reference circle.
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In quantum information theory, quantum relative entropy is a measure of distinguishability between two quantum states. It is the quantum mechanical analog of relative entropy.
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The Maxwell–Bloch equations, also called the optical Bloch equations describe the dynamics of a two-state quantum system interacting with the electromagnetic mode of an optical resonator. They are analogous to the Bloch equations which describe the motion of the nuclear magnetic moment in an electromagnetic field. The equations can be derived either semiclassically or with the field fully quantized when certain approximations are made.
In quantum information theory, the classical capacity of a quantum channel is the maximum rate at which classical data can be sent over it error-free in the limit of many uses of the channel. Holevo, Schumacher, and Westmoreland proved the following least upper bound on the classical capacity of any quantum channel :
In queueing theory, a discipline within the mathematical theory of probability, a heavy traffic approximation is the matching of a queueing model with a diffusion process under some limiting conditions on the model's parameters. The first such result was published by John Kingman who showed that when the utilisation parameter of an M/M/1 queue is near 1 a scaled version of the queue length process can be accurately approximated by a reflected Brownian motion.
The min-entropy, in information theory, is the smallest of the Rényi family of entropies, corresponding to the most conservative way of measuring the unpredictability of a set of outcomes, as the negative logarithm of the probability of the most likely outcome. The various Rényi entropies are all equal for a uniform distribution, but measure the unpredictability of a nonuniform distribution in different ways. The min-entropy is never greater than the ordinary or Shannon entropy and that in turn is never greater than the Hartley or max-entropy, defined as the logarithm of the number of outcomes with nonzero probability.
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In mathematics and theoretical computer science, analysis of Boolean functions is the study of real-valued functions on or from a spectral perspective. The functions studied are often, but not always, Boolean-valued, making them Boolean functions. The area has found many applications in combinatorics, social choice theory, random graphs, and theoretical computer science, especially in hardness of approximation, property testing, and PAC learning.