English
Related papers

Related papers: Eigenvalues in microeconomics

200 papers

It is well known from the Perron-Frobenius theory that the spectral gap of a positive square matrix is positive. In this paper, we give a more quantitative characterization of the spectral gap. More specifically, using a complex extension…

Spectral Theory · Mathematics 2019-07-17 Wendi Han , Guangyue Han

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Condensed Matter · Physics 2009-10-22 M. M. Fogler , B. I. Shklovskii

The Intelligent Fault Diagnosis of rotating machinery currently proposes some captivating challenges. Although results achieved by artificial intelligence and deep learning constantly improve, this field is characterized by several open…

Signal Processing · Electrical Eng. & Systems 2022-07-26 Eugenio Brusa , Cristiana Delprete , Luigi Gianpio Di Maggio

The correlation spectrum of fully developed one-dimensional mappings are studied near and at a weakly intermittent situation. Using a suitable infinite matrix representation, the eigenvalue equation of the Frobenius-Perron operator is…

chao-dyn · Physics 2009-10-30 J. Bene , Z. Kaufmann , H. Lustfeld

Spectral analysis is a powerful tool, decomposing any function into simpler parts. In machine learning, Mercer's theorem generalizes this idea, providing for any kernel and input distribution a natural basis of functions of increasing…

Machine Learning · Computer Science 2022-01-11 Yatin Dandi , Arthur Jacot

Random unimodular lattice triangulations have been recently used as an embedded random graph model, which exhibit a crossover behaviour between an ordered, large-world and a disordered, small-world behaviour. Using the ergodic Pachner flips…

Disordered Systems and Neural Networks · Physics 2016-06-22 Benedikt Krüger , Ella M. Schmidt , Klaus Mecke

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…

Probability · Mathematics 2015-10-28 Johnatan Aljadeff , David Renfrew , Merav Stern

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

The paper deals with some spectral properties of (mostly infinite) quantum and combinatorial graphs. Quantum graphs have been intensively studied lately due to their numerous applications to mesoscopic physics, nanotechnology, optics, and…

Mathematical Physics · Physics 2009-11-10 Peter Kuchment

We study the combinatorial and algebraic properties of Nonnegative Matrices. Our results are divided into three different categories. 1. We show a quantitative generalization of the 100 year-old Perron-Frobenius theorem, a fundamental…

Combinatorics · Mathematics 2023-01-20 Jenish C. Mehta

We study trace theoretic concurrent systems. This setting encompasses safe (1-bounded) Petri nets. We introduce a notion of irreducible concurrent system and we prove the equivalence between irreducibility and a "spectral property". The…

Combinatorics · Mathematics 2021-05-12 Samy Abbes , Jean Mairesse , Yi-Ting Chen

We propose a new localization result for the leading eigenvalue and eigenvector of a symmetric matrix $A$. The result exploits the Frobenius inner product between $A$ and a given rank-one landmark matrix $X$. Different choices for $X$ may…

Spectral Theory · Mathematics 2016-02-18 Dario Fasino , Francesco Tudisco

We prove a general version of the classical Perron-Frobenius convergence property for reducible matrices. We then apply this result to reducible substitutions and use it to produce limit frequencies for factors and hence invariant measures…

Dynamical Systems · Mathematics 2019-07-17 Martin Lustig , Caglar Uyanik

We prove, under a certain representation theoretic assumption, that the set of real symmetric matrices, whose eigenvalues satisfy a linear matrix inequality, is itself a spectrahedron. The main application is that derivative relaxations of…

Algebraic Geometry · Mathematics 2022-10-04 Mario Kummer

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

The role of the normalized modularity matrix in finding homogeneous cuts will be presented. We also discuss the testability of the structural eigenvalues and that of the subspace spanned by the corresponding eigenvectors of this matrix. In…

Statistics Theory · Mathematics 2013-01-23 Marianna Bolla

The eigenvalue spectrum of the transition matrix of a network encodes important information about its structural and dynamical properties. We study the transition matrix of a family of fractal scale-free networks and analytically determine…

Statistical Mechanics · Physics 2012-07-16 Zhongzhi Zhang , Zhengyi Hu , Yibin Sheng , Guanrong Chen

The spectral theory of graphs provides a bridge between classical signal processing and the nascent field of graph signal processing. In this paper, a spectral graph analogy to Heisenberg's celebrated uncertainty principle is developed.…

Information Theory · Computer Science 2013-08-02 Ameya Agaskar , Yue M. Lu

Quantifying the eigenvalue spectra of large random matrices allows one to understand the factors that contribute to the stability of dynamical systems with many interacting components. This work explores the effect that the interaction…

Disordered Systems and Neural Networks · Physics 2022-12-08 Joseph W. Baron
‹ Prev 1 3 4 5 6 7 10 Next ›