Related papers: Pentadiagonal Matrices and an Application to the C…
Bidiagonal matrices are widespread in numerical linear algebra, not least because of their use in the standard algorithm for computing the singular value decomposition and their appearance as LU factors of tridiagonal matrices. We show that…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We define a new average - termed the resolvent average - for positive semidefinite matrices. For positive definite matrices, the resolvent average enjoys self-duality and it interpolates between the harmonic and the arithmetic averages,…
We consider in this paper two different types of the weighted geometric means of positive definite operators. We show the component-wise bijection of these geometric means and give a geometric property of the spectral geometric mean as a…
It is well known that as a famous type of iterative methods in numerical linear algebra, Gauss-Seidel iterative methods are convergent for linear systems with strictly or irreducibly diagonally dominant matrices, invertible $H-$matrices…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
This paper considers a simple geometric construction, called the Pentagram map. The pentagram map, performed on N-gons, gives rise to a birational mapping on the space of all N-gons. This paper finds what conjecturally are all the…
In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…
Determinants of structured matrices play a fundamental role in both pure and applied mathematics, with wide-ranging applications in linear algebra, combinatorics, coding theory, and numerical analysis. In this work, the enumeration of…
We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…
We study the operator-valued positive definite functions on a group using positive block matrices. We give an alternative proof to Brehmer positivity for doubly commuting contractions. We classify all commuting unitary representations over…
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
In two recent papers we introduced some new techniques for constructing an extension of a probability-preserving system $T:\mathbb{Z}^d\curvearrowright (X,\mu)$ that enjoys certain desirable properties in connexion with the asymptotic…
In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…
We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…
Partial mean with generated regressors arises in several econometric problems, such as the distribution of potential outcomes with continuous treatments and the quantile structural function in a nonseparable triangular model. This paper…
We give a non-asymptotic bound on the spectral norm of a $d\times d$ matrix $X$ with centered jointly Gaussian entries in terms of the covariance matrix of the entries. In some cases, this estimate is sharp and removes the $\sqrt{\log d}$…
Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…
Motivated in part by a problem of combinatorial optimization and in part by analogies with quantum computations, we consider approximations of orthogonal matrices U by ``non-commutative convex combinations'' A of permutation matrices of the…