Related papers: Embedding of reversible Markov matrices
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
We investigate whether semigroups with a given property which are also locally embeddable into finite semigroups can be locally embedded into finite semigroups with the same property, obtaining a positive answer for completely simple and…
Multiplicative matrix semigroups with constant spectral radius (c.s.r.) are studied and applied to several problems of algebra, combinatorics, functional equations, and dynamical systems. We show that all such semigroups are characterized…
We show that every countable group H with solvable word problem (=computable group) can be subnormally embedded into a 2-generated group G which also has solvable word problem. Moreover, the membership problem for H < G is also solvable. We…
A selfadjoined block tridiagonal matrix with positive definite blocks on the off-diagonals is by definition a Jacobi matrix with matrix entries. Transfer matrix techniques are extended in order to develop a rotation number calculation for…
Consider a symmetric matrix $A(v)\in\RR^{n\times n}$ depending on a vector $v\in\RR^n$ and satisfying the property $A(\alpha v)=A(v)$ for any $\alpha\in\RR\backslash{0}$. We will here study the problem of finding $(\lambda,v)\in\RR\times…
We describe isomorphisms of groups of several periodic infinite matrices and isomorphisms of groups of invertible elements of unital locally matrix algebras.
The functional autoregressive model is a Markov model taylored for data of functional nature. It revealed fruitful when attempting to model samples of dependent random curves and has been widely studied along the past few years. This…
The algebra of observables associated with a quantum field theory is invariant under the connected component of the Lorentz group and under parity reversal, but it is not invariant under time reversal. If we take general covariance…
In our article we consider some algebraical methods which may be useful in some inverse spectral problems. The reconstraction of the matrix from its minors is considered.
We aim at enforcing hard constraints to impose a global structure on sequences generated from Markov models. In this report, we study the complexity of sampling Markov sequences under two classes of constraints: Binary Equalities and…
Random matrices are widely used in sparse recovery problems, and the relevant properties of matrices with i.i.d. entries are well understood. The current paper discusses the recently introduced Restricted Eigenvalue (RE) condition, which is…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
By an {\em isotropy group} of a tensor $t\in V_1 \otimes V_2\otimes V_3=\widetilde V$ we mean the group of all invertible linear transformations of $\widetilde V$ that leave $t$ invariant and are compatible (in an obvious sense) with the…
We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…
We define recurrence matrices and study a few properties (links with automatic sequences, branch groups etc.) of them.
The classical Metropolis-Hastings (MH) algorithm can be extended to generate non-reversible Markov chains. This is achieved by means of a modification of the acceptance probability, using the notion of vorticity matrix. The resulting Markov…
We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…
We give a minimal list of inequalities characterizing the possible eigenvalues of a set of Hermitian matrices with positive semidefinite sum of bounded rank. This answers a question of A. Barvinok.
The article contains a survey of our results on weakly commensurable arithmetic and general Zariski-dense subgroups, length-commensurable and isospectral locally symmetric spaces and of related problems in the theory of semi-simple agebraic…