Related papers: Eigenvalues in microeconomics
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by discussing a proof that exploits a probabilistic…
This paper introduces the concepts of spectral influence and spectral cyclicality, both derived from the largest eigenvalue of a graph's adjacency matrix. These two novel centrality measures capture both diffusion and interdependence from a…
In the last decades the Moore-Penrose pseudoinverse has found a wide range of applications in many areas of Science and became a useful tool for physicists dealing, for instance, with optimization problems, with data analysis, with the…
The spectral properties of the Frobenius-Perron operator of one-dimensional maps are studied when approaching a weakly intermittent situation. Numerical investigation of a particular family of maps shows that the spectrum becomes extremely…
These notes offer a unified introduction to spectral methods for the study of complex systems. They are intended as an operative manual rather than a theorem-proof textbook: the emphasis is on tools, identities, and perspectives that can be…
Network scientists have shown that there is great value in studying pairwise interactions between components in a system. From a linear algebra point of view, this involves defining and evaluating functions of the associated adjacency…
Spectral graph theory is a captivating area of graph theory that employs the eigenvalues and eigenvectors of matrices associated with graphs to study them. In this paper, we present a collection of $20$ topics in spectral graph theory,…
The hierarchical product of two graphs represents a natural way to build a larger graph out of two smaller graphs with less regular and therefore more heterogeneous structure than the Cartesian product. Here we study the eigenvalue spectrum…
We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to…
Hypergraphs require higher-dimensional representations, which makes it more difficult to compute and interpret their spectral properties. This survey article uses the framework of hypermatrices to give an in-depth overview of the spectral…
Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…
The eigenvalues of matrices representing the structure of large-scale complex networks present a wide range of applications, from the analysis of dynamical processes taking place in the network to spectral techniques aiming to rank the…
This review presents an account of the major works done on spectra of adjacency matrices drawn on networks and the basic understanding attained so far. We have divided the review under three sections: (a) extremal eigenvalues, (b) bulk part…
We propose a theory of eigenvalues, eigenvectors, singular values, and singular vectors for tensors based on a constrained variational approach much like the Rayleigh quotient for symmetric matrix eigenvalues. These notions are particularly…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…
The aim of this article is to present a brief overview of spectral perturbation theory for matrices, bounded linear operators and holomorphic operator-valued functions. We focus on bounds for perturbed eigenvalues, eigenvectors and…
This paper discusses a general method for spectral type theorems using metric spaces instead of vector spaces. Advantages of this approach are that it applies to genuinely non-linear situations and also to random versions. Metric analogs of…
The celebrated Perron--Frobenius (PF) theorem is stated for irreducible nonnegative square matrices, and provides a simple characterization of their eigenvectors and eigenvalues. The importance of this theorem stems from the fact that…
Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…