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The classic likelihood ratio test for testing the equality of two covariance matrices breakdowns due to the singularity of the sample covariance matrices when the data dimension $p$ is larger than the sample size $n$. In this paper, we…

Methodology · Statistics 2015-11-06 Tung-Lung Wu , Ping Li

In this paper, we consider a problem of counting rational points near self-similar sets. Let $n\geq 1$ be an integer. We shall show that for some self-similar measures on $\mathbb{R}^n$, the set of rational points $\mathbb{Q}^n$ is…

Number Theory · Mathematics 2021-01-18 Han Yu

Let a and x denote tuples of (jointly) freely noncommuting variables. A square matrix valued polynomial p in these variables is naturally evaluated at a tuple (A,X) of symmetric matrices with the result p(A,X) a square matrix. The…

Functional Analysis · Mathematics 2017-06-21 Harry Dym , J. William Helton , Scott McCullough

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

Statistics Theory · Mathematics 2021-01-25 Weiming Li , Qinwen Wang , Jianfeng Yao , Wang Zhou

We consider long-range percolation in dimension $d\geq 1$, where distinct sites $x$ and $y$ are connected with probability $p_{x,y}\in[0,1]$. Assuming that $p_{x,y}$ is translation invariant and that $p_{x,y}=\|x-y\|^{-s+o(1)}$ with $s>2d$,…

Probability · Mathematics 2007-05-23 Noam Berger

On the supercritical percolation cluster with parameter p, the distances between two distant points of the axis are asymptotically increased by a factor 1+(1-p)/2+o(1-p) with respect to the usual distance. The proof is based on an…

Probability · Mathematics 2012-10-02 Anne-Laure Basdevant , Nathanaël Enriquez , Lucas Gerin

Given two $d\times d$ matrices, say $A$ and $B$, when do $p(A)$ and $p(B)$ have the same ``size'' for every polynomial $p$? In this article, we provide definitive results in the cases $d=2$ and $d=3$ when the notion of size used is the…

Functional Analysis · Mathematics 2020-03-03 Cara D. Brooks , Alberto A. Condori , Nicholas Seguin

We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the eigenvalues of the shape matrix and that they are closer…

Computation · Statistics 2016-03-21 Alexander Dürre , David E. Tyler , Daniel Vogel

It is shown that the Kolmogorov distance between the spectral distribution function of a random covariance matrix $\frac1p XX^T$, where $X$ is a $n\times p$ matrix with independent entries and the distribution function of the…

Probability · Mathematics 2007-12-24 F. Götze , A. Tikhomirov

For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.

Probability · Mathematics 2022-12-27 Tomohiro Nishiyama

A celebrated theorem of Lind states that a positive real number is equal to the spectral radius of some integral primitive matrix, if and only if, it is a Perron algebraic integer. Given a Perron number $p$, we prove that there is an…

Dynamical Systems · Mathematics 2021-10-12 Mehdi Yazdi

Persistent homology allows us to create topological summaries of complex data. In order to analyse these statistically, we need to choose a topological summary and a relevant metric space in which this topological summary exists. While…

Algebraic Topology · Mathematics 2019-06-24 Katharine Turner , Gard Spreemann

We prove that if $P$ is a set of $n$ points in $\mathbb{C}^2$, then either the points in $P$ determine $\Omega(n^{1-\epsilon})$ complex distances, or $P$ is contained in a line with slope $\pm i$. If the latter occurs then each pair of…

Combinatorics · Mathematics 2023-08-24 Adam Sheffer , Joshua Zahl

Let $p$ be a prime, let $S$ be a non-empty subset of $\mathbb{F}_p$ and let $0<\epsilon\leq 1$. We show that there exists a constant $C=C(p, \epsilon)$ such that for every positive integer $k$, whenever $\phi_1, \dots, \phi_k:…

Combinatorics · Mathematics 2023-06-02 W. T. Gowers , Thomas Karam

Let $n,p,r$ be positive integers with $n \geq p\geq r$. A rank-$\overline{r}$ subset of $n$ by $p$ matrices (with entries in a field) is a subset in which every matrix has rank less than or equal to $r$. A classical theorem of Flanders…

Rings and Algebras · Mathematics 2016-04-21 Clément de Seguins Pazzis

Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…

Statistics Theory · Mathematics 2009-01-22 Noureddine El Karoui

This work considers the problem of estimating the distance between two covariance matrices directly from the data. Particularly, we are interested in the family of distances that can be expressed as sums of traces of functions that are…

Machine Learning · Computer Science 2024-09-19 Roberto Pereira , Xavier Mestre , Davig Gregoratti

We prove that the space of smooth rational curves of degree $e$ in a general complete intersection of multidegree $(d_1, ..., d_m)$ in $\PP^n$ is irreducible of the expected dimension if $\sum_{i=1}^m d_i <\frac{2n}{3}$ and $n$ is large…

Algebraic Geometry · Mathematics 2019-02-20 Roya Beheshti , N. Mohan Kumar

We prove the existence of fixed points of p-tupling renormalization operators for interval and circle mappings having a critical point of arbitrary real degree r > 1. Some properties of the resulting maps are studied: analyticity,…

Mathematical Physics · Physics 2009-10-31 Henri Epstein

Let $x_1, \dots, x_n$ be points in a metric space and define the distance matrix $D \in \mathbb{R}^{n \times n}$ by ${D}_{ij} = d(x_i, x_j)$. The Perron-Frobenius Theorem implies that there is an eigenvector $v \in \mathbb{R}^n_{}$ with…

Functional Analysis · Mathematics 2022-12-07 Stefan Steinerberger