Related papers: The asymptotics of Wilkinson's shift iteration

We consider the (symmetric) Pascal matrix, in its finite and infinite versions, and prove the existence of symmetric tridiagonal matrices commuting with it by giving explicit expressions for these commuting matrices. This is achieved by…

Suppose $X$ and $Y$ are $p\times n$ matrices each with mean $0$, variance $1$ and where all moments of any order are uniformly bounded as $p,n \to \infty$. Moreover, the entries $(X_{ij}, Y_{ij})$ are independent across $i,j$ with a common…

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular, we provide conditions for asymptotic Gaussianity and we…

A sign pattern is a matrix whose entries belong to the set $\{+,-,0\}$. A sign pattern requires a unique inertia if every real matrix in its qualitative class has the same inertia. Symmetric tree sign patterns requiring a unique inertia has…

Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…

We give the first example of a transitive quadratic map whose real and complex geometric pressure functions have a high-order phase transition. In fact, near the phase transition these functions behave as $x \mapsto \exp (- 1 / x^2)$ near…

Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…

In the present work we consider off-diagonal Jacobi matrices with uncertainty in the position of sparse perturbations. We prove (Theorem 3.2) that the sequence of Pr\"ufer angles (\theta_{k}^{\omega})_{k\geq 1} is u.d mod \pi for all \phi…

The pentagram map is a projectively natural iteration defined on polygons, and also on a generalized notion of a polygon which we call {\it twisted polygons}. In this note we describe our recent work on the pentagram map, in which we find a…

We study a 7-state Potts glass model in three dimensions with first, second, and third neighbor interactions with a bimodal distribution of couplings by Monte Carlo simulations. Our results show the existence of a spin-glass transition at a…

The Jacobian Conjecture has been reduced to the symmetric homogeneous case. In this paper we give an inversion formula for the symmetric case and relate it to a combinatoric structure called the Grossman-Larson Algebra. We use these tools…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

We bound the condition number of the Jacobian in pseudo arclength continuation problems, and we quantify the effect of this condition number on the linear system solution in a Newton GMRES solve. In pseudo arclength continuation one…

A simple iterative scheme is proposed for locating the parameter values for which a 2-parameter family of real symmetric matrices has a double eigenvalue. The convergence is proved to be quadratic. An extension of the scheme to complex…

A ``Wick rotation'' is applied to the noncommutative sphere to produce a noncommutative version of the hyperboloids. A harmonic basis of the associated algebra is given. It is noted that, for the one sheeted hyperboloid, the vector space…

Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems,…

The $O(a)$ improved Wilson quark action on the anisotropic lattice is investigated. We carry out numerical simulations in the quenched approximation at three values of lattice spacing ($a_{\sigma}^{-1}=1$--2 GeV) with the anisotropy…

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

We investigate the algebraic conditions the scattering data of short-range perturbations of quasi-periodic finite-gap Jacobi operators have to satisfy. As our main result we provide the Poisson-Jensen-type formula for the transmission…