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We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in…

Statistical Finance · Quantitative Finance 2010-08-25 M. Tumminello , F. Lillo , R. N. Mantegna

This paper suggests five measures of association between two random vectors X = (X_1, ..., X_p) and Y = (Y_1, ..., Y_q). They are copula based and therefore invariant with respect to the marginal distributions of the components X_i and Y_j.…

Methodology · Statistics 2011-07-25 Oliver Grothe , Friedrich Schmid , Julius Schnieders , Johan Segers

We prove that every amenable one-ended Cayley graph has an invariant spanning tree of one end. More generally, for any 1-ended amenable unimodular random graph we construct a factor of iid percolation (jointly unimodular subgraph) that is…

Probability · Mathematics 2020-05-11 Adam Timar

Let $c$ be the constant such that the expected length of the Euclidean minimum spanning tree of $n$ random points in the unit square is $c \sqrt{n}$ in the limit, when $n$ goes to infinity. We improve the prior best lower bound of $0.6008…

Probability · Mathematics 2025-10-28 Ondřej Draganov , Herbert Edelsbrunner , Sophie Rosenmeier , Morteza Saghafian

We generalize the uniform spanning tree to construct a family of determinantal measures on essential spanning forests on periodic planar graphs in which every component tree is bi-infinite. Like the uniform spanning tree, these measures…

Probability · Mathematics 2017-02-14 Richard Kenyon

Let $d\ge 3$ be a fixed integer. Let $y:= y(p)$ be the probability that the root of an infinite $d$-regular tree belongs to an infinite cluster after $p$-bond-percolation. We show that for every constants $b,\alpha>0$ and $1<\lambda< d-1$,…

Combinatorics · Mathematics 2024-09-10 Sahar Diskin , Michael Krivelevich

We consider a free (2 k)-form gauge-field on a Euclidean (4 k + 2)-manifold. The parameters needed to specify the action and the gauge-invariant observables take their values in spaces with natural complex structures. We show that the…

High Energy Physics - Theory · Physics 2010-02-03 Mans Henningson , Bengt E. W. Nilsson , Per Salomonson

The treewidth of a graph is an important invariant in structural and algorithmic graph theory. This paper studies the treewidth of line graphs. We show that determining the treewidth of the line graph of a graph $G$ is equivalent to…

Combinatorics · Mathematics 2014-09-25 Daniel J. Harvey , David R. Wood

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore…

Methodology · Statistics 2021-09-28 Xin Chen , Dan Yang , Yan Xu , Yin Xia , Dong Wang , Haipeng Shen

We consider the correlation function of an arbitrary number of local observables in quantum field theory. We show that, at tree level in the strong field regime, these correlations arise solely from fluctuations in the initial state. We…

High Energy Physics - Theory · Physics 2017-10-25 Francois Gelis

A long-standing conjecture asserts that there exists a constant $c>0$ such that every graph of order $n$ without isolated vertices contains an induced subgraph of order at least $cn$ with all degrees odd. Scott (1992) proved that every…

Combinatorics · Mathematics 2017-07-18 Xinmin Hou , Lei Yu , Jiaao Li , Boyuan Liu

Multivariate correlation analysis plays an important role in various fields such as statistics, economics, and big data analytics. In this paper, we propose a pair of measures, the unsigned correlation coefficient (UCC) and the unsigned…

Statistics Theory · Mathematics 2020-01-28 Jianji Wang , Nanning Zheng

We introduce a persistence-type invariant for finite weighted graphs based on combinatorial multivector dynamics. For each threshold parameter, a relation matrix determines a graph multivector field, whose induced directed dynamics admits a…

Dynamical Systems · Mathematics 2026-03-03 Donald Woukeng

Yang, Wang, and Motter [Phys. Rev. Lett. 109, 258701 (2012)] analyzed a model for network observability transitions in which a sensor placed on a node makes the node and the adjacent nodes observable. The size of the connected components…

Physics and Society · Physics 2013-10-17 Takehisa Hasegawa , Taro Takaguchi , Naoki Masuda

In this paper we address the problem of testing whether two observed trees $(t,t')$ are sampled either independently or from a joint distribution under which they are correlated. This problem, which we refer to as correlation detection in…

Statistics Theory · Mathematics 2024-09-06 Luca Ganassali , Laurent Massoulié , Guilhem Semerjian

The quadratic embedding constant (QEC) of a finite, simple, connected graph $G$ is the maximum of the quadratic form of the distance matrix of $G$ on the subset of the unit sphere orthogonal to the all-ones vector. The study of these QECs…

Combinatorics · Mathematics 2023-06-28 Projesh Nath Choudhury , Raju Nandi

The classical matrix-tree theorem relates the determinant of the combinatorial Laplacian on a graph to the number of spanning trees. We generalize this result to Laplacians on one- and two-dimensional vector bundles, giving a combinatorial…

Probability · Mathematics 2011-12-09 Richard Kenyon

Continuing earlier work, we apply the mean field method to the world sheet representation of a simple field theory. In particular, we study the higher order terms in the mean field expansion, and show that their cutoff dependence can be…

High Energy Physics - Theory · Physics 2007-05-23 Korkut Bardakci

We describe recent achievements in the theory of weight systems, which are functions on chord diagrams satisfying so-called $4$-term relations. Our main attention is devoted to constructions of weight systems. The two main sources of these…

Combinatorics · Mathematics 2023-02-24 Maxim Kazaryan , Sergei Lando

We illustrate the progress of covariant QCD phenomenology for the description of meson coupling constants and form factors. As examples, we discuss the $\rho\pi\pi$ and $\gamma \pi\rho$ interactions, the $\rho$ contribution to the pion…

Nuclear Theory · Physics 2007-05-23 Peter. C. Tandy
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