Displaying similar documents to “Doubly stochastic matrices and the Bruhat order”

G-matrices, J -orthogonal matrices, and their sign patterns

Frank J. Hall, Miroslav Rozložník (2016)

Czechoslovak Mathematical Journal

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A real matrix A is a G-matrix if A is nonsingular and there exist nonsingular diagonal matrices D 1 and D 2 such that A - T = D 1 A D 2 , where A - T denotes the transpose of the inverse of A . Denote by J = diag ( ± 1 ) a diagonal (signature) matrix, each of whose diagonal entries is + 1 or - 1 . A nonsingular real matrix Q is called J -orthogonal if Q T J Q = J . Many connections are established between these matrices. In particular, a matrix A is a G-matrix if and only if A is diagonally (with positive diagonals) equivalent to a column permutation...

Initial measures for the stochastic heat equation

Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider a family of nonlinear stochastic heat equations of the form t u = u + σ ( u ) W ˙ , where W ˙ denotes space–time white noise, the generator of a symmetric Lévy process on 𝐑 , and σ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure u 0 . Tight a priori bounds on the moments of the solution are also obtained. In the particular case that f = c f ' ' for some c g t ; 0 , we prove that if u 0 is a finite measure of compact support, then the...

A computation of positive one-peak posets that are Tits-sincere

Marcin Gąsiorek, Daniel Simson (2012)

Colloquium Mathematicae

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A complete list of positive Tits-sincere one-peak posets is provided by applying combinatorial algorithms and computer calculations using Maple and Python. The problem whether any square integer matrix A ( ) is ℤ-congruent to its transpose A t r is also discussed. An affirmative answer is given for the incidence matrices C I and the Tits matrices C ̂ I of positive one-peak posets I.

On reliability analysis of consecutive k -out-of- n systems with arbitrarily dependent components

Ebrahim Salehi (2016)

Applications of Mathematics

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In this paper, we consider the linear and circular consecutive k -out-of- n systems consisting of arbitrarily dependent components. Under the condition that at least n - r + 1 components ( r n ) of the system are working at time t , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive k -out-of- n systems. In the following, we investigate the inactivity time of the component with lifetime...

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order α with drift and diffusion coefficients b , σ . When α ( 1 , 2 ) , we investigate pathwise uniqueness for this equation. When α ( 0 , 1 ) , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether α ( 0 , 1 ) or α ( 1 , 2 ) and on whether the driving stable process is symmetric or not. Our...

Monotone substochastic operators and a new Calderón couple

Karol Leśnik (2015)

Studia Mathematica

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An important result on submajorization, which goes back to Hardy, Littlewood and Pólya, states that b ⪯ a if and only if there is a doubly stochastic matrix A such that b = Aa. We prove that under monotonicity assumptions on the vectors a and b the matrix A may be chosen monotone. This result is then applied to show that ( L p ˜ , L ) is a Calderón couple for 1 ≤ p < ∞, where L p ˜ is the Köthe dual of the Cesàro space C e s p ' (or equivalently the down space L p ' ). In particular, ( L ¹ ˜ , L ) is a Calderón couple, which...

Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem

Zdzisław Brzeźniak, Jan van Neerven (2000)

Studia Mathematica

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Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process W t H t [ 0 , T ] with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) d X t = A X t d t + B d W t H (t∈ [0,T]), X 0 = 0 almost surely, where A is the generator of a C 0 -semigroup S ( t ) t 0 of bounded linear...

Localization of dominant eigenpairs and planted communities by means of Frobenius inner products

Dario Fasino, Francesco Tudisco (2016)

Czechoslovak Mathematical Journal

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We propose a new localization result for the leading eigenvalue and eigenvector of a symmetric matrix A . The result exploits the Frobenius inner product between A and a given rank-one landmark matrix X . Different choices for X may be used, depending on the problem under investigation. In particular, we show that the choice where X is the all-ones matrix allows to estimate the signature of the leading eigenvector of A , generalizing previous results on Perron-Frobenius properties of matrices...

A class of permutation trinomials over finite fields

Xiang-dong Hou (2014)

Acta Arithmetica

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Let q > 2 be a prime power and f = - x + t x q + x 2 q - 1 , where t * q . We prove that f is a permutation polynomial of q ² if and only if one of the following occurs: (i) q is even and T r q / 2 ( 1 / t ) = 0 ; (ii) q ≡ 1 (mod 8) and t² = -2.

Nested matrices and inverse M -matrices

Jeffrey L. Stuart (2015)

Czechoslovak Mathematical Journal

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Given a sequence of real or complex numbers, we construct a sequence of nested, symmetric matrices. We determine the L U - and Q R -factorizations, the determinant and the principal minors for such a matrix. When the sequence is real, positive and strictly increasing, the matrices are strictly positive, inverse M -matrices with symmetric, irreducible, tridiagonal inverses.

Determination of a type of permutation trinomials over finite fields

Xiang-dong Hou (2014)

Acta Arithmetica

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Let f = a x + b x q + x 2 q - 1 q [ x ] . We find explicit conditions on a and b that are necessary and sufficient for f to be a permutation polynomial of q ² . This result allows us to solve a related problem: Let g n , q p [ x ] (n ≥ 0, p = c h a r q ) be the polynomial defined by the functional equation c q ( x + c ) n = g n , q ( x q - x ) . We determine all n of the form n = q α - q β - 1 , α > β ≥ 0, for which g n , q is a permutation polynomial of q ² .

Geometry and inequalities of geometric mean

Trung Hoa Dinh, Sima Ahsani, Tin-Yau Tam (2016)

Czechoslovak Mathematical Journal

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We study some geometric properties associated with the t -geometric means A t B : = A 1 / 2 ( A - 1 / 2 B A - 1 / 2 ) t A 1 / 2 of two n × n positive definite matrices A and B . Some geodesical convexity results with respect to the Riemannian structure of the n × n positive definite matrices are obtained. Several norm inequalities with geometric mean are obtained. In particular, we generalize a recent result of Audenaert (2015). Numerical counterexamples are given for some inequality questions. A conjecture on the geometric mean inequality regarding...

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

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We consider the stochastic differential equation X t = X + 0 t ( A s + B s X s ) d s + 0 t C s d Y s , where A t , B t , C t are nonrandom continuous functions of t, X₀ is an initial random variable, Y = ( Y t , t 0 ) is a Gaussian process and X₀, Y are independent. We give the form of the solution ( X t ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( X t ) is a quasi-diffusion proces.

Linear preservers of row-dense matrices

Sara M. Motlaghian, Ali Armandnejad, Frank J. Hall (2016)

Czechoslovak Mathematical Journal

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Let 𝐌 m , n be the set of all m × n real matrices. A matrix A 𝐌 m , n is said to be row-dense if there are no zeros between two nonzero entries for every row of this matrix. We find the structure of linear functions T : 𝐌 m , n 𝐌 m , n that preserve or strongly preserve row-dense matrices, i.e., T ( A ) is row-dense whenever A is row-dense or T ( A ) is row-dense if and only if A is row-dense, respectively. Similarly, a matrix A 𝐌 n , m is called a column-dense matrix if every column of A is a column-dense vector. At the end, the structure...

Systems of Bellman Equations to Stochastic Differential Games with Discount Control

Alain Bensoussan, Jens Frehse (2008)

Bollettino dell'Unione Matematica Italiana

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We consider two dimensional diagonal elliptic systems Δ u + a u = H ( x , u , u ) which arise from stochastic differential games with discount control. The Hamiltonians H have quadratic growth in u and a special structure which has notyet been covered by regularity theory. Without smallness condition on H , the existence of a regular solution is established.

Matrix subspaces of L₁

Gideon Schechtman (2013)

Studia Mathematica

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If E = e i and F = f i are two 1-unconditional basic sequences in L₁ with E r-concave and F p-convex, for some 1 ≤ r < p ≤ 2, then the space of matrices a i , j with norm | | a i , j | | E ( F ) = | | k | | l a k , l f l | | e k | | embeds into L₁. This generalizes a recent result of Prochno and Schütt.