Related papers: A Recursive approach to the matrix moment problem
We study the Subnormal Completion Problem (SCP) for 2-variable weighted shifts. We use tools and techniques from the theory of truncated moment problems to give a general strategy to solve SCP. We then show that when all quadratic moments…
Positive semidefiniteness, recursiveness, and the variety condition of a moment matrix are necessary and sufficient conditions to solve the quadratic and quartic moment problems. Also, positive semidefiniteness, combined with another…
We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…
Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
Let $L$ be a linear operator on univariate polynomials of bounded degree, mapping into real symmetric matrices, such that its moment matrix is positive definite. It is known that $L$ admits a finitely atomic positive matrix-valued…
This paper is concerned with a numerical solution to the scattering of a time-harmonic electromagnetic wave by a bounded and impenetrable obstacle in three dimensions. The electromagnetic wave propagation is modeled by a boundary value…
The main result of the paper is a flat extension theorem for positive linear functionals on *-algebras. The theorem is applied to truncated moment problems on cylinder sets, on matrices of polynomials and on enveloping algebras of Lie…
In this paper we study the strong matrix Stieltjes moment problem. We obtain necessary and sufficient conditions for its solvability. An analytic description of all solutions of the moment problem is derived. Necessary and sufficient…
A theorem of Bayer and Teichmann implies that if a finite real multisequence \beta = \beta^(2d) has a representing measure, then the associated moment matrix M_d admits positive, recursively generated moment matrix extensions M_(d+1),…
This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…
In this paper we study truncated moment problems for $J$-self-adjoint, $J$-skew-self-adjoint and $J$-unitary operators. Conditions of the solvability are given. Some canonical solutions of the moment problems are constructed. As a…
Starting from an n-by-n matrix of zeros, choose uniformly random zero entries and change them to ones, one-at-a-time, until the matrix becomes invertible. We show that with probability tending to one as n tends to infinity, this occurs at…
For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…
As an extension of the discrete Sommerfeld problems on lattices, the scattering of a time harmonic wave is considered on an infinite square lattice when there exists a pair of semi-infinite cracks or rigid constraints. Due to the presence…
In this paper we consider a problem of the similarity of complex symmetric operators to perturbations of restrictions of normal operators. For a subclass of cyclic complex symmetric operators in a finite-dimensional Hilbert space we prove…
The truncated multidimensional moment problem is studied in terms of the Stieltjes transform as the interpolation problem. A step-by-step algorithm is constructed for the multidimensional moment problem and the set of solutions is found in…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…