Related papers: Stochastic matrices and majorization in max algebr…

In this series of papers we study subspaces of de Branges spaces of entire functions which are generated by majorization on subsets $D$ of the closed upper half-plane. The present, first, part is addressed to the question which subspaces of…

Stochastic quantization provides an alternate approach to the computation of quantum observables, by stochastically sampling phase space in a path integral. Furthermore, the stochastic variational method can provide analytical control over…

Optimization problems are considered in the framework of tropical algebra to minimize and maximize a nonlinear objective function defined on vectors over an idempotent semifield, and calculated using multiplicative conjugate transposition.…

Let $n$ and $k$ be two positive integers with $k\leq n$ and $C$ an $n \times n$ matrix with nonnegative entries. In this paper, the rank-$k$ numerical range in the max algebra setting is introduced and studied. The related notions of the…

We define strongly continuous max-additive and max-plus linear operator semigroups and study their main properties. We present some important examples of such semigroups coming from non-linear evolution equations.

Matrix Factorization (MF) has found numerous applications in Machine Learning and Data Mining, including collaborative filtering recommendation systems, dimensionality reduction, data visualization, and community detection. Motivated by the…

We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random…

Tropical mathematics often is defined over an ordered cancellative monoid $\tM$, usually taken to be $(\RR, +)$ or $(\QQ, +)$. Although a rich theory has arisen from this viewpoint, cf. [L1], idempotent semirings possess a restricted…

We consider an isomorphism between the idempotent convexity based on the maximum and the addition operations and the idempotent measure convexity on the maximum and the multiplication operations. We use this isomorphism to investigate…

Let ${\mathfrak H}_A$, ${\mathfrak H}_B$, and ${\mathfrak H}$ be Hilbert spaces. Let $A$ be a linear relation from ${\mathfrak H}$ to ${\mathfrak H}_A$ and let $B$ be a linear relation from ${\mathfrak H}$ to ${\mathfrak H}_B$. If there…

Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and finance data. The covariance matrix reveals marginal correlations…

A real quadratic matrix is generalized doubly stochastic (g.d.s.) if all of its row sums and column sums equal one. We propose numerically stable methods for generating such matrices having possibly orthogonality property or/and satisfying…

In this paper we consider two problems in frame theory. On the one hand, given a set of vectors $\mathcal F$ we describe the spectral and geometrical structure of optimal completions of $\mathcal F$ by a finite family of vectors with…

In this paper, for $\alpha\in(0,\infty)\setminus\{1\}$, $p>0$ and positive semidefinite matrices $A$ and $B$, we consider the quasi-extension $\mathcal{M}_{\alpha,p}(A,B):=\mathcal{M}_\alpha(A^p,B^p)^{1/p}$ of several $\alpha$-weighted…

In this article, a system of Yang-Baxter-type matrix equations is studied, $XAX=BXB$, $XBX=AXA$, which "generalizes" the matrix Yang-Baxter equation and exhibits a broken symmetry. We investigate the solutions of this system from various…

This paper investigates the geometric properties of a special case of the two-sided system given by $2 \times 2$ tropical commuting constraints. Given a finite matrix $A \in \mathbb{R}^{2\times 2}$, the paper studies the extremals of the…

We study two classic variants of block-structured integer programming. Two-stage stochastic programs are integer programs of the form $\{A_i \mathbf{x} + D_i \mathbf{y}_i = \mathbf{b}_i\textrm{ for all }i=1,\ldots,n\}$, where $A_i$ and…

We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…

This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…

Majorization theory is a powerful mathematical tool to compare the disorder in distributions, with wide-ranging applications in many fields including mathematics, physics, information theory, and economics. While majorization theory…