相关论文: Probabilistic Weyl Law for Twisted Toeplitz Matric…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
In this paper, we prove first that the iterates of a mean nonexpansive map defined on a weakly compact, convex set converge weakly to a fixed point in the presence of Opial's property and asymptotic regularity at a point. Next, we prove the…
We present some results concerning the almost sure behaviour of the operator norm or random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some…
We compute the expected normalized trace norm (matrix/graph energy) of random symmetric band circulant matrices and graphs in the limit of large sizes, and obtain explicit bounds on the rate of convergence to the limit, and on the…
We construct a family of probability measures on the group of Hamiltonian diffeomorphisms of a closed symplectic manifold $(M,\omega)$. We show that these measures are Borel measures with respect to the topology induced by the Hofer metric.…
Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…
This paper addresses the challenge of Toeplitz covariance matrix estimation from partial entries of random quantized samples. To balance trade-offs among the number of samples, the number of entries observed per sample, and the data…
On four-dimensional closed manifolds we introduce a class of canonical Riemannian metrics, that we call weak harmonic Weyl metrics, defined as critical points in the conformal class of a quadratic functional involving the norm of the…
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…
The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive…
This article focuses on the fluctuations of linear eigenvalue statistics of $T_{n\times p}T'_{n\times p}$, where $T_{n\times p}$ is an $n\times p$ Toeplitz matrix with real, complex or time-dependent entries. We show that as $n \rightarrow…
In this article, we derive concentration inequalities for the spectral norm of two classical sample estimators of large dimensional Toeplitz covariance matrices, demonstrating in particular their asymptotic almost sure consistence. The…
This paper is concerned with the distance of a symmetric tridiagonal Toeplitz matrix $T$ to the variety of similarly structured singular matrices, and with determining the closest matrix to $T$ in this variety. Explicit formulas are…
Ellipsometry is a technique whereby the measurement of the two orthogonal polarization components of light reflected at glancing incidence allows a characterization of the optical properties of a material at a particular frequency.…
We study the empirical spectral distribution of the normalized Laplacian of linear preferential attachment graphs in the Barab{\'a}si-Albert regime with fixed out-degree. For the resulting sequence of random multigraphs, we prove that the…
Wavelet frames for $L^2({\mathbb R})$ can be characterized by means of spectral techniques. This work uses spectral formulas to determine all the tight wavelet frames for $L^2({\mathbb R})$ with a fixed finite number of generators of…
The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…
In this paper we study Morse homology and cohomology with local coefficients, i.e. "twisted" Morse homology and cohomology, on closed finite dimensional smooth manifolds. We prove a Morse theoretic version of Eilenberg's Theorem, and we…
In this manuscript it is considered the eigenvalues $\lambda_j$ of a random tridiagonal Toeplitz matrix $T$. We study the asymptotic behavior of the joint distribution of $({|{\lambda}|_{\min} ,|{\lambda}|_{\max}})$. From this, we obtain…