Related papers: A note on time-uniform concentration inequality fo…
Let ${\cal X }=XX^{\prime}$ be a random matrix associated with a centered $r$-column centered Gaussian vector $X$ with a covariance matrix $P$. In this article we compute expectations of matrix-products of the form $\prod_{1\leq i\leq…
In this paper, we show that the time complexity of monotone min-plus product of two $n\times n$ matrices is $\tilde{O}(n^{(3+\omega)/2})=\tilde{O}(n^{2.687})$, where $\omega < 2.373$ is the fast matrix multiplication exponent [Alman and…
This paper deals with the convergence time analysis of a class of fixed-time stable systems with the aim to provide a new non-conservative upper bound for its settling time. Our contribution is fourfold. First, we revisit the well-known…
This note deals with a simultaneous approximation of several matrices by a finite family of diagonalizable matrices satisfying an additional condition for the spectrum of a matrix product. That is the simplicity of all eigenvalues.
Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies…
Integrating a product of linear forms over the unit simplex can be done in polynomial time if the number of variables n is fixed (V. Baldoni et al., 2011). In this note, we highlight that this problem is equivalent to obtaining the…
Matrix clocks are a generalization of the notion of vector clocks that allows the local representation of causal precedence to reach into an asynchronous distributed computation's past with depth $x$, where $x\ge 1$ is an integer.…
We describe how to implement the time-dependent variational principle for matrix product states in the thermodynamic limit for nonuniform lattice systems. This is achieved by confining the nonuniformity to a (dynamically growable) finite…
We give a concentration inequality for a stochastic version of the facility location problem. We show the objective $C_n = \min_{F \subseteq [0,1]^2}|F|+\sum_{x\in X}\min_{f\in F}\|x-f\|$ is concentrated in an interval of length…
We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…
We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…
This paper concerns a space-time homogenization limit of nonnegative weak solutions to porous medium equations. In particular, the so-called homogenized matrix will be characterized in terms of solutions to cell problems, which drastically…
Some monotone increasing sequences of the lower bounds for the minimum eigenvalue of $M$-matrices are given. It is proved that these sequences are convergent and improve some existing results. Numerical examples show that these sequences…
We consider the problem of convergence to zero of matrix products $A_{n}B_{n}\cdots A_{1}B_{1}$ with factors from two sets of matrices, $A_{i}\in\mathscr{A}$ and $B_{i}\in\mathscr{B}$, due to a suitable choice of matrices $\{B_{i}\}$. It is…
We present a discrete-time algorithm for nonuniform sampling rate conversion that presents low computational complexity and memory requirements. It generalizes arbitrary sampling rate conversion by accommodating time-varying conversion…
Positive-definite matrices materialize as state transition matrices of linear time-invariant gradient flows, and the composition of such materializes as the state transition after successive steps where the driving potential is suitably…
Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…
We show that the mixing times of random walks on compact groups can be used to obtain concentration inequalities for the respective Haar measures. As an application, we derive a concentration inequality for the empirical distribution of…