Related papers: Some properties of substochastic matrices
A novel kind of self-referential square matrix is introduced. A certain subset of the matrix entries record the frequencies of occurrence of each distinct number appearing within the entire matrix. Such squares are necessarily elusive. Our…
We study the spectral properties of certain non-self-adjoint matrices associated with large directed graphs. Asymptotically the eigenvalues converge to certain curves, apart from a finite number that have limits not on these curves.
We study analogues of classical inequalities for the eigenvalues of sums of pseudo-Hermitian matrices.
We bring in some new notions associated with $2\times 2$ block positive semidefinite matrices. These notions concern the inequalities between the singular values of the off diagonal blocks and the eigenvalues of the arithmetic mean or…
We study some topological properties of attractors.
A Redheffer--type matrix with Fibonacci entries is defined, and the determinant and spectral properties of this matrix are studied. Also, more general Redheffer--type matrices are considered and intriguing number-theoretic examples are…
In [2] the notion of stickiness for stochastic processes was introduced. It was also shown that stickiness implies absense of arbitrage in a market with proportional transaction costs. In this paper, we investigate the notion of stickiness…
Positive semidefinite matrices partitioned into a small number of Hermitian blocks have a remarkable property. Such a matrix may be written in a simple way from the sum of its diagonal blocks
We define subscripted unstable higher Toda brackets and study their elementary properties. This paper is the continuation of our previous paper in which we defined the non-subscripted unstable higher Toda brackets.
We prove some properties of analytic multiplicative and sub-multiplicative cocycles. The results allow to construct natural invariant analytic sets associated to complex dynamical systems.
We discuss some aspects of the theory of subelliptic estimates.
Convenient parameterizations of matrices in terms of vectors transform (certain classes of) matrix equations into covariant (hence rotation-invariant) vector equations. Certain recently introduced such parameterizations are tersely…
We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a…
The standard theorem for regular stochastic matrices is generalized to matrices with no sign restriction on the entries. The condition that column sums be equal to 1 is kept, but the regularity condition is replaced by a condition on the…
Matrices are very popular and widely used in mathematics and other fields of science. Every mathematician has known the properties of finite-sized matrices since the time of study. In this paper, we consider the basic theory of infnite…
We define the bounded coarse structure attached to a family of pseudometrics and give some counterexamples to conjectures that arise naturally.
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic independence. More specifically, any two sequences of matrices of…