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Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…

Statistics Theory · Mathematics 2020-03-09 Robert Yuen , Stilian Stoev , Dan Cooley

We study the behaviour of functions of self-adjoint operators under relatively bounded and relatively trace class perturbation We introduce and study the class of relatively operator Lipschitz functions. An essential role is played by…

Functional Analysis · Mathematics 2025-03-18 Aleksei Aleksandrov , Vladimir Peller

We study the hermitian one matrix model with semi-classical potential. This is a general unitary invariant random matrix ensemble in which the potential has a derivative that is a rational function and the measure is supported on some…

Mathematical Physics · Physics 2015-04-20 Max R. Atkin

We consider the matrix spherical function related to the compact symmetric pair $(G,K)=(\mathrm{SU}(n+m),\mathrm{S}(\mathrm{U}(n)\times\mathrm{U}(m)))$. The irreducible $K$ representations $(\pi,V)$ in the ${\rm U}(n)$ part are considered…

Representation Theory · Mathematics 2023-08-07 Jie Liu

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

In this paper, spectral properties of matrices with (complex) zeon entries are investigated. It is shown that when $A$ is an $m\times m$ self-adjoint matrix whose characteristic polynomial $\chi_A(u)$ has $m$ ``spectrally simple'' zeros…

Rings and Algebras · Mathematics 2025-10-08 G. Stacey Staples

We investigate spectral conditions on Hermitian matrices of roots of unity. Our main results are conjecturally sharp upper bounds on the number of residue classes of the characteristic polynomial of such matrices modulo ideals generated by…

Combinatorics · Mathematics 2023-07-18 Gary R. W. Greaves , Chin Jian Woo

Let $n$ be a positive integer and $m$ be a positive even integer. Let ${\mathcal A}$ be an $m^{th}$ order $n$-dimensional real weakly symmetric tensor and ${\mathcal B}$ be a real weakly symmetric positive definite tensor of the same size.…

Numerical Analysis · Mathematics 2016-01-15 Lixing Han

Our focus is upon {\it irreducible} nonnegative $n$-by-$n$ matrix realizations of nonnegatively realizable spectra or, equivalently, characteristic polynomials. After giving some general background, we make some useful new observations and…

Combinatorics · Mathematics 2026-05-25 C. R. Johnson , C. Marijuán , M. Pisonero

We study the rationality of the Artin-Mazur zeta function of a dynamical system defined by a polynomial self-map of A^1(k), where k is the algebraic closure of the finite field F_p. The zeta functions of the maps f(x)=x^m for (p,m)=1 and…

Number Theory · Mathematics 2012-05-15 Andrew Bridy

Let $Sp(n)$ be the symplectic group of quaternionic $(n\times n)$-matrices. For any $1\leq k\leq n$, an element $A$ of $Sp(n)$ can be decomposed in $A= \begin{bmatrix} \alpha&T\cr \beta&P \end{bmatrix}$ with $P$ a $(k\times k)$-matrix. In…

Algebraic Topology · Mathematics 2021-01-11 E. Macías-Virgós , M. J. Pereira-Sáez , Daniel Tanré

In this paper, authors construct a new type of sequence which is named an extra-super increasing sequence, and give the definitions of the minimal super increasing sequence {a[0], a[1], ..., a[n]} and minimal extra-super increasing sequence…

Other Computer Science · Computer Science 2021-09-08 Shenghui Su , Jianhua Zheng , Shuwang Lv

The Schur product of two complex m x n matrices is their entry wise product. We show that an extremal element X in the convex set of m x n complex matrices of Schur multiplier norm at most 1 satisfies the inequality rank(X) =< (m +n)^(1/2)…

Functional Analysis · Mathematics 2024-10-29 Erik Christensen

Ky Fan's trace minimization principle is extended along the line of the Brockett cost function $\mathrm{trace}(DX^H AX)$ in $X$ on the Stiefel manifold, where $D$ of an apt size is positive definite. Specifically, we investigate $\inf_X…

Numerical Analysis · Mathematics 2023-03-03 Xin Liang , Li Wang , Lei-Hong Zhang , Ren-Cang Li

We consider the problem of optimal linear estimation of the functional $$A_N \vec{\xi} =\sum_{j = 0}^{N} (\vec{a}(j))^{\top} \vec{\xi}(j)$$ that depends on the unknown values $\vec{\xi}(j),j=0,1,\dots,N,$ of a vector-valued harmonizable…

Statistics Theory · Mathematics 2025-02-25 Mikhail Moklyachuk

Let $(M,g)$ be a compact manifold and let $-\Delta \phi_k = \lambda_k \phi_k$ be the sequence of Laplacian eigenfunctions. We present a curious new phenomenon which, so far, we only managed to understand in a few highly specialized cases:…

Spectral Theory · Mathematics 2017-06-06 Xiuyuan Cheng , Gal Mishne , Stefan Steinerberger

A recent development in random matrix theory, the intrinsic freeness principle, establishes that the spectrum of very general random matrices behaves as that of an associated free operator. This reduces the study of such random matrices to…

Probability · Mathematics 2025-10-29 Emre Parmaksiz , Ramon van Handel

In this paper, we develop efficient and accurate algorithms for evaluating $\varphi(A)$ and $\varphi(A)b$, where $A$ is an $N\times N$ matrix, $b$ is an $N$ dimensional vector and $\varphi$ is the function defined by…

Numerical Analysis · Mathematics 2021-01-26 Siyu Yang , Dongping Li

The approximation properties of the trigonometric sums U_{n,p}^\psi of a special type are investigated on the classes C^\psi_{\beta, \infty} of (\psi,\beta)-differentiable (in the sense of Stepanets) periodical functions. The solution of…

Classical Analysis and ODEs · Mathematics 2012-12-18 A. S. Serdyuk , Ie. Yu. Ovsii

Building on the work of \.{I}nan and of Almahariq--Peters--Vergili, we develop an axiomatic framework for approximate algebra based on an algebra-compatible closure operator $\Phi^{\!*}$ on a unital ring. The operator is assumed to be…

Commutative Algebra · Mathematics 2026-04-29 Dang Vo Phuc