Related papers: Doubly stochastic arrays with small support

We give the structure of discrete two-dimensional finite sets $A,\,B\subseteq \R^2$ which are extremal for the recently obtained inequality $|A+B|\ge (\frac{|A|}{m}+\frac{|B|}{n}-1)(m+n-1)$, where $m$ and $n$ are the minimum number of…

For a binary matrix X, the Boolean rank br(X) is the smallest integer k for which X equals the Boolean sum of k rank-1 binary matrices, and the isolation number i(X) is the maximum number of 1s no two of which are in a same row, column and…

An $n\times n$ complex matrix $A$ is called coninvolutory if $\bar AA=I_n$ and skew-coninvolutory if $\bar AA=-I_n$ (which implies that $n$ is even). We prove that each matrix of size $n\times n$ with $n>1$ is a sum of 5 coninvolutory…

A minimum dominating set in a graph is a minimum set of vertices such that every vertex of the graph either belongs to it, or is adjacent to one vertex of this set. This mathematical object is of high relevance in a number of applications…

Inspired by the bad scientist who keeps repeating an experiment 20 times to get a single outcome with $p < 0.05$, we consider matrices $A \in \mathbb{R}^{n \times n}$ whose rows are normalized in $\ell^2$ and for which $2^{-n}\sum_{x \in…

The $n\times n$ doubly stochastic matrices constitute a polytope in $\mathbb{R}^{n^2}$, and by Birkhoff's theorem, its vertex set coincides with the set of order-$n$ permutation matrices.\\ A tristochastic array is an $n \times n\times n$…

We give sufficient conditions on a matrix A ensuring the existence of a partition of this matrix into two submatrices with extremely small norm of the image of any vector. Under some weak conditions on a matrix A we obtain a partition of A…

We consider the problem of finding lower bounds on the number of unlabeled $n$-element lattices in some lattice family. We show that if the family is closed under vertical sum, exponential lower bounds can be obtained from vertical sums of…

Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…

We prove that there exists an exponent beyond which all continuous conventional powers of n-by-n doubly nonnegative matrices are doubly nonnegative. We show that this critical exponent cannot be less than $n-2$ and we conjecture that it is…

We investigate convex polytopes of doubly stochastic matrices having special structures: symmetric, Hankel symmetric, centrosymmetric, and both symmetric and Hankel symmetric. We determine dimensions of these polytopes and classify their…

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

The long run behaviour of linear dynamical systems is often studied by looking at eventual properties of matrices and recurrences that underlie the system. A basic problem that lies at the core of many questions in this setting is the…

We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

In this paper, we proposed an interesting problem that might be classified into enumerative combinatorics. Featuring a distinctive two-fold dependence upon the sequences' terms, our problem can be really difficult, which calls for novel…

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double sparsity. The estimation method is maximum likelihood,…

Necessary and sufficient conditions for convexity and strong convexity, respectively, of sublevel sets that are defined by finitely many real-valued $C^{1,1}$-maps are presented. A novel characterization of strongly convex sets in terms of…

The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…

Let $M$ be a non-zero binary matrix with distinct rows where the rows are closed under certain logical operators. In this article, we investigate the existence of columns containing an equal or greater number of ones than zeros.…