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We show that the hypothesis of regularity of the conditional distribution of the empiric average of a finite sample of IID random variables, given all the sample "fluctuations", which appeared in our earlier manuscript |1] in the context of…

Mathematical Physics · Physics 2013-11-19 Victor Chulaevsky

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

This paper is concerned with the factorization and equivalence problems of multivariate polynomial matrices. We present some new criteria for the existence of matrix factorizations for a class of multivariate polynomial matrices, and obtain…

Symbolic Computation · Computer Science 2020-10-15 Dong Lu , Dingkang Wang , Fanghui Xiao

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-algebraic description of the set of covariance matrices of any…

Statistics Theory · Mathematics 2018-10-30 Dennis Leung , Mathias Drton

The question of polynomial learnability of probability distributions, particularly Gaussian mixture distributions, has recently received significant attention in theoretical computer science and machine learning. However, despite major…

Machine Learning · Computer Science 2010-05-13 Mikhail Belkin , Kaushik Sinha

The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…

Probability · Mathematics 2016-08-05 Vladimir V. Ulyanov

We consider an extremal problem for polynomials, which is dual to the well-known Smale mean value problem. We give a rough estimate depending only on the degree.

Complex Variables · Mathematics 2009-06-26 Vladimir Dubinin , Toshiyuki Sugawa

Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…

Numerical Analysis · Mathematics 2023-10-03 Samuel M. Greene , Robert J. Webber , Timothy C. Berkelbach , Jonathan Weare

The numerical solution of the generalized eigenvalue problem for a singular matrix pencil is challenging due to the discontinuity of its eigenvalues. Classically, such problems are addressed by first extracting the regular part through the…

Numerical Analysis · Mathematics 2024-07-17 Daniel Kressner , Bor Plestenjak

The condition-based complexity analysis framework is one of the gems of modern numerical algebraic geometry and theoretical computer science. Among the challenges that it poses is to expand the currently limited range of random polynomials…

Computational Geometry · Computer Science 2022-09-28 Josué Tonelli-Cueto , Elias Tsigaridas

We provide sufficient conditions for systems of polynomial equations over general (real or complex) algebras to have a solution. This generalizes known results on quaternions, octonions and matrix algebras. We also generalize the…

Rings and Algebras · Mathematics 2022-09-30 Maximilian Illmer , Tim Netzer

1. A standard Gaussian random matrix has full rank with probability 1 and is well-conditioned with a probability quite close to 1 and converging to 1 fast as the matrix deviates from square shape and becomes more rectangular. 2. If we…

Numerical Analysis · Mathematics 2016-03-17 Victor Y. Pan , Liang Zhao

Motivated by problems arising in random sampling of trigonometric polynomials, we derive exponential inequalities for the operator norm of the difference between the sample second moment matrix $n^{-1}U^*U$ and its expectation where $U$ is…

Probability · Mathematics 2010-11-10 Karlheinz Groechenig , Benedikt M. Poetscher , Holger Rauhut

The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…

Functional Analysis · Mathematics 2016-12-07 Stephane Chretien , Sebastien Darses

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

Mathematical Physics · Physics 2007-05-23 Yan V Fyodorov

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

We use the implicitization procedure to generate polynomial equality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network with hidden variables. We show how we may reduce…

Artificial Intelligence · Computer Science 2012-06-26 Changsung Kang , Jin Tian

We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…

Mathematical Physics · Physics 2009-11-10 G. Akemann , M. J. Phillips , H. -J. Sommers

A classification theorem for linear differential equations in two variables (one real and one Grassmann) having polynomial solutions(the generalized Bochner problem) is given. The main result is based on the consideration of the eigenvalue…

High Energy Physics - Theory · Physics 2008-02-03 Alexander Turbiner

We solve the problem of characterizing the existence of a polynomial matrix of fixed degree when its eigenstructure (or part of it) and some of its rows (columns) are prescribed. More specifically, we present a solution to the row (column)…

Rings and Algebras · Mathematics 2024-02-07 A. Amparan , I. Baragaña , S. Marcaida , A. Roca
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