Related papers: Parametrising correlation matrices
For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…
We study random matrices with independent subgaussian columns. Assuming each column has a fixed Euclidean norm, we establish conditions under which such matrices act as near-isometries when restricted to a given subset of their domain. We…
A specialization semilattice is a semilattice together with a coarser preorder satisfying a compatibility condition. We show that the category of specialization semilattices is isomorphic to the category of semilattices with a congruence,…
We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…
Universality of correlation functions obtained in parametric random matrix theory is explored in a multi-parameter formalism, through the introduction of a diffusion matrix $D_{ij}(R)$, and compared to results from a multi-parameter chaotic…
We prove that every positive semidefinite matrix over the natural numbers that is eventually 0 in each row and column can be factored as the product of an upper triangular matrix times a lower triangular matrix. We also extend some known…
We study matrix factorizations of locally free coherent sheaves on a scheme. For a scheme that is projective over an affine scheme, we show that homomorphisms in the homotopy category of matrix factorizations may be computed as the…
This paper reviews some characterizations of positive matrices and discusses which lead to useful parametrizations. It is argued that one of them, which we dub the Schur-Constantinescu parametrization is particularly useful. Two new…
A transversal matroid $M$ of rank $r$ on $[n]$ can be associated to a family of binary matrices corresponding to different presentations of $M$. We describe those matrices which arise from unique maximal presentations of size $r$- giving a…
We consider a point process on one-dimensional lattice originated from the harmonic analysis on the infinite symmetric group, and defined by the z-measures with the deformation (Jack) parameter 2. We derive an exact Pfaffian formula for the…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…
In a recent paper, an algorithm has been presented for determining implications between a particular kind of category theoretic property represented by matrices -- the so called `matrix properties'. In this paper we extend this algorithm to…
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 resolve a conjecture of Cooper-Fenner-Purewal that a certain sequence of combinatorial matrices which can be used to bound small product-Ramsey numbers is positive semidefinite. Because the connection to Ramsey Theory involves solving…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
We discuss a correlation function factorization, which relates a three-point function to the square root of three two-point functions. This factorization is known to hold for certain scaling operators at the two-dimensional percolation…
We give a local parametric description of all holomorphic hypersurfaces in complex Euclidean and projective spaces with constant index of relative nullity, together with applications. This is a complex analogue to the parametrization for…
We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…
We establish the eigenvalue interlacing property (i.e. the smallest real eigenvalue of a matrix is less than the smallest real eigenvalue of any its principal submatrix) for the class of matrices, introduced by Kotelyansky (all principal…
Diagonalizability plays an important role in the analysis and design of multivariable systems. A structured matrix is called structurally diagonalizable if almost all of its numerical realizations, obtained by assigning real values to its…