Zero product determined Jordan algebras,I

We show that the Jordan algebra 𝒮 of symmetric matrices with respect to either transpose or symplectic involution is zero product determined. This means that if a bilinear map {.,?.} from 𝒮?×?𝒮 into a vector space X satisfies {x, y}?=?0 whenever x?○?y?=?0, then there exists a linear map T : 𝒮?→?X such that {x,?y}?=?T(x?○?y) for all x, y?∈?𝒮 (here, x?○?y?=?xy?+?yx).     

A compact formulation of a mixed-integer set

We consider mixed-integer sets of the form X = {(s, y) ∈ ?₊ × ? ⁿ : s + a _j y _j ≥ b _j , ?j ∈ N}. A polyhedral characterization for the case where X is defined by two inequalities is provided. From that characterization we give a compact formulation for the particular case where the coefficients of the integer variables can take only two possible integer values a ₁, a ₂ ∈ ?₊ : X _n,m = {(s, y) ∈ ?₊ × ? ^n+m : s + a ₁ y _j ≥ b _j , ?j ∈ N ₁, s + a ₂ y _j ≥ b _j , j ∈ N ₂} where N ₁ = {1, …, n}, N ₂ = {n + 1, …, n + m}. In addition, we discuss families of facet-defining inequalities for the convex hull of X _n,m .     

A characterization of the multivariate normal distribution

Let X_j (j = 1,…,n) be i.i.d. random variables, and let Y′ = (Y₁,…,Y_m) and X′ = (X₁,…,X_n) be independently distributed, and A = (a_jk) be an n × n random coefficient matrix with a_jk = a_jk(Y) for j, k = 1,…,n. Consider the equation U = AX, Kingman and Graybill [Ann. Math. Statist.41 (1970)] have shown U ～ N(O,I) if and only if X ～ N(O,I). provided that certain conditions defined in terms of the a_jk are satisfied. The task of this paper is to delete the identical assumption on X₁,…,X_n and then generalize the results to the vector case. Furthermore, the condition of independence on the random components within each vector is relaxed, and also the question raised by the above authors is answered.     

Prophet Regions for Discounted,Uniformly Bounded Random Variables

Abstract

Let X ₁, X ₂,… be any sequence of [0,1]-valued random variables. A complete comparison is made between the expected maximum E(max _j≤n Y _j ) and the stop rule supremum sup _t E Y _t for two types of discounted sequences: (i) Y _j  = b _j X _j , where {b _j } is a nonincreasing sequence of positive numbers with b ₁ = 1; and (ii) Y _j  = B ₁… B _j?1 X _j , where B ₁, B ₂,… are independent [0,1]-valued random variables that are independent of the X _j , having a common mean β. For instance, it is shown that the set of points {(x, y): x = sup _t E Y _{{(x, y): x=sup t E Y} and y = E(max _j≤n Y _j ), for some sequence X ₁,…,X _n and Y _j  = b _j X _j }, is precisely the convex closure of the union of the sets {(b _j x, b _j y): (x, y) ∈ C _j }, j = 1,…,n, where C _j  = {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ x[1 + (j ? 1)(1 ? x ^1/(j?1))]} is the prophet region for undiscounted random variables given by Hill and Kertz [8 Hill , T.P. , and R.P. Kertz . 1983 . Stop rule inequalities for uniformly bounded sequences of random variables . Trans. Amer. Math. Soc. 278 : 197 – 207 . [CSA]  [Google Scholar]]. As a special case, it is shown that the maximum possible difference E(max _j≤n β ^j?1 X _j ) ? sup _t E(β ^t?1 X _t ) is attained by independent random variables when β ≤ 27/32, but by a martingale-like sequence when β > 27/32. Prophet regions for infinite sequences are given also.     

Orthogonalities in linear spaces and difference operators

Summary. Quite recently C. Alsina, P. Cruells and M. S. Tomás [2], motivated by F. Suzuki's property of isosceles trapezoids, have proposed the following orthogonality relation in a real normed linear space (X, ||·||) (X, \Vert \cdot \Vert) : two vectors x,y ? X x,y \in X are T-orthogonal whenever¶||z-x ||² + ||z-y ||² = ||z ||² + ||z-(x+y) ||² \Vert z-x \Vert^2 + \Vert z-y \Vert^2 = \Vert z \Vert^2 + \Vert z-(x+y) \Vert^2 ¶for every z ? X z \in X . A natural question arises whether an analogue of T-orthogonality may be defined in any real linear space (without a norm structure). Our proposal reads as follows. Given a functional j \varphi on a real linear space X we say that two vectors x,y ? X x,y \in X are j \varphi -orthogonal (and write x^_jy x\perp_{\varphi}y ) provided that D_x,yj = 0 \Delta_{x,y}\varphi = 0 (D_h1,h2 \Delta_{h_1,h_2} stands here and in the sequel for the superposition D_h1 °D_h2 \Delta_{h_1} \circ \Delta_{h_2} of the usual difference operators).¶We are looking for necessary and/or sufficient conditions upon the functional j \varphi to generate a j \varphi -orthogonality such that the pair X,^_j X,\perp_{\varphi} forms an orthogonality space in the sense of J. Rätz (cf. [6]). Two new characterizations of inner product spaces as well as a generalization of some results obtained in [2] are presented.     

Spectrum of Markov Generators on Sparse Random Graphs

We investigate the spectrum of the infinitesimal generator of the continuoustime random walk on a randomly weighted oriented graph. This is the non‐Hermitian random n × n matrix L defined by L_jk = X_jk if k ≠ j and L_jj = – Σ_{k ≠ j} L_jk, where (X_jk)_{j ≠ k} are i.i.d. random weights. Under mild assumptions on the law of the weights, we establish convergence as n → ∞ of the empirical spectral distribution of L after centering and rescaling. In particular, our assumptions include sparse random graphs such as the oriented Erd?s‐Rényi graph where each edge is present independently with probability p(n) → 0 as long as np(n) ? (log(n))⁶. The limiting distribution is characterized as an additive Gaussian deformation of the standard circular law. In free probability terms, this coincides with the Brown measure of the free sum of the circular element and a normal operator with Gaussian spectral measure. The density of the limiting distribution is analyzed using a subordination formula. Furthermore, we study the convergence of the invariant measure of L to the uniform distribution and establish estimates on the extremal eigenvalues of L.© 2014 Wiley Periodicals, Inc.     

On a quotient norm and the Sz.-Nagy-Foiaş lifting theorem

It is shown that the infimum over all choices of the operator X of the norm of the operator matrix [ ], whose entries are operators on Hilbert spaces, is the minimum of the norms of the first row and of the first column, and an explicit formula for a minimizing X is given in terms of A, B, C, and their adjoints. A generalization of a fundamental theorem on Hankel operators is seen to follow immediately from this result. The formula is then used to prove a generalization of the Sz. Nagy-Foiaş lifting theorem which in turn yields interpolation theorems for analytic functions from the unit disc to a von Neumann algebra. The generalized lifting theorem also implies a generalization of the theorem of Ando asserting the existence of commuting unitary dilations for a pair of commuting contractions and a generalized von Neumann inequality ∑ a_jkS^jT^k sup{ ∑ A_jkz^jw^k ¦ ¦ z ¦ = ¦ w ¦ = 1} for operator polynomials ∑ A_jkS^jT^k in two commuting contractions S, T with operator coefficients A_jk which commute with S, T and their adjoints.     

On the spectral norms of Cauchy–Toeplitz and Cauchy–Hankel matrices

In this study, we have found upper and lower bounds for the spectral norm of Cauchy–Toeplitz and Cauchy–Hankel matrices in the forms T_n=[1/(a+(i−j)b)]ⁿ_i,j=1, H_n=[1/(a+(i+j)b)]ⁿ_i,j=1.     

Two Parameter Asymptotic Spectra in the Uniformly Elliptic Case

In this article we study the abstract two parameter eigenvalue problem $$\begin{gathered} T_1 u_1 = \left( {\lambda _1 V_{11} + \lambda _2 V_{12} } \right)u_1 , \left\| {u_1 } \right\| = 1 \hfill \\ T_2 u_2 = \left( {\lambda _1 V_{21} + \lambda _2 V_{22} } \right)u_2 , \left\| {u_2 } \right\| = 1 \hfill \\ \end{gathered}$$ where, in the Hilbert spaces H_j, T_j is self-adjoint, bounded below and has compact resolvent, and V_jk are self-adjoint bounded operators, (?1)^j+kV_jk >> 0, j, k = 1, 2. An eigenvalue λ for this problem is a point in R² satisfying both equations. Under appropriate conditions, the eigenvalues λⁿ = (λ₁ ⁿ, λ₂ ⁿ) are countable and in R². We aim to describe the set of limit points of λⁿ/∥λⁿ∥, as ∥λⁿ∥ → ∞, in terms of the V_jk.     

Zero product determined classical Lie algebras

We show that the Lie algebra ? of skew-symmetric matrices with respect to either transpose or symplectic involution is zero product determined. This means that every bilinear map {·,·} from ? × ? into a vector space X is of the form {x, y} = T ([x, y]) for some linear map T provided that the following condition is fulfilled: [x, y] = 0 implies {x, y} = 0.     

On Hankel Nonnegative Definite Sequences, the Canonical Hankel Parametrization, and Orthogonal Matrix Polynomials

This paper continues recent investigations started in Dyukarev et al. (Complex anal oper theory 3(4):759–834, 2009) into the structure of the set H_q,2n ³ {\mathcal{H}_{q,2n}^{\ge}} of all Hankel nonnegative definite sequences, (s_j)_j=0²ⁿ{(s_{j})_{j=0}^{2n}}, of complex q × q matrices and its important subclasses H_q,2n ^{3 ,e}{\mathcal{H}_{q,2n}^{\ge,{\rm e}}} and ${\mathcal{H}_{q,2n}^>}${\mathcal{H}_{q,2n}^>} of all Hankel nonnegative definite extendable sequences and of all Hankel positive definite sequences, respectively. These classes of sequences arise quite naturally in the framework of matrix versions of the truncated Hamburger moment problem. In Dyukarev et al. (Complex anal oper theory 3(4):759–834, 2009) a canonical Hankel parametrization [(C_k)_k=1ⁿ, (D_k)_k=0ⁿ]{[(C_k)_{k=1}^n, (D_k)_{k=0}^n]} consisting of two sequences of complex q × q matrices was associated with an arbitrary sequence (s_j)_j=0²ⁿ{(s_{j})_{j=0}^{2n}} of complex q × q matrices. The sequences belonging to each of the classes H_q,2n ³ , H_q,2n ^{3 ,e}{\mathcal{H}_{q,2n}^{\ge}, \mathcal{H}_{q,2n}^{\ge,{\rm e}}}, and ${\mathcal{H}_{q,2n}^>}${\mathcal{H}_{q,2n}^>} were characterized in terms of their canonical Hankel parametrization (see, Dyukarev et al. in Complex anal oper theory 3(4):759–834, 2009; Proposition 2.30). In this paper, we will study further aspects of the canonical Hankel parametrization. Using the canonical Hankel parametrization [(C_k)_k=1ⁿ, (D_k)_k=0ⁿ]{[(C_k)_{k=1}^n, (D_k)_{k=0}^n]} of a sequence (s_j)_j=0²ⁿ ? H_q,2n ³ {(s_{j})_{j=0}^{2n} \in \mathcal{H}_{q,2n}^{\ge}}, we give a recursive construction of a monic right (resp. left) orthogonal system of matrix polynomials with respect to (s_j)_j=0²ⁿ{(s_{j})_{j=0}^{2n}} (see Theorem 5.5). The matrices [(C_k)_k=1ⁿ, (D_k)_k=0ⁿ]{[(C_k)_{k=1}^n, (D_k)_{k=0}^n]} will be expressed in terms of an arbitrary monic right (resp. left) orthogonal system with respect to (s_j)_j=0²ⁿ{(s_{j})_{j=0}^{2n}} (see Theorem 5.11). This result will be reformulated in terms of nonnegative Hermitian Borel measures on \mathbbR{\mathbb{R}}. In this way, integral representations for the matrices [(C_k)_k=1ⁿ, (D_k)_k=0ⁿ]{[(C_k)_{k=1}^n, (D_k)_{k=0}^n]} will be obtained (see Theorem 6.9). Starting from the monic orthogonal polynomials with respect to some classical probability distributions on \mathbbR{\mathbb{R}}, Theorem 6.9 is used to compute the canonical Hankel parametrization of their moment sequences. Moreover, we discuss important number sequences from enumerative combinatorics using the canonical Hankel parametrization.     

A new model updating method for damped structural systems

In this paper, the following two are considered: Problem IQEP Given M_a∈ SR ^n×n, Λ=diag{λ₁, …, λ_p}∈ C ^p×p, X=[x₁, …, x_p]∈ C ^n×p, and both Λ and X are closed under complex conjugation in the sense that $\lambda_{2j} = \bar{\lambda}_{2j-1} \in {\mathbf{C}}In this paper, the following two are considered: Problem IQEP Given M_a∈ SR ^n×n, Λ=diag{λ₁, …, λ_p}∈ C ^p×p, X=[x₁, …, x_p]∈ C ^n×p, and both Λ and X are closed under complex conjugation in the sense that $\lambda_{2j} = \bar{\lambda}_{2j-1} \in {\mathbf{C}}$, x_2j=x?_2j?1∈ C ⁿ for j = 1,…,l, and λ_k∈ R , x_k∈ R ⁿ for k=2l+1,…,p, find real‐valued symmetric (2r+1)‐diagonal matrices D and K such that ∥M_aXΛ²+DXΛ+KX∥=min. Problem II Given real‐valued symmetric (2r+1)‐diagonal matrices D_a, K_a∈ R ^n×n, find $(\hat{D},\hat{K}) \in {\mathscr{S}}_{DK}$ such that $\|\hat{D}-D_a \|^2+ \| \hat{K}-K_a \|^2=\rm{inf}_{(D,K) \in {\mathscr{S}}_{DK}}(\|D-D_a\|^2+\|K-K_a\|^2)$, where ??_DK is the solution set of IQEP. By applying the Kronecker product and the stretching function of matrices, the general form of the solution of Problem IQEP is presented. The expression of the unique solution of Problem II is derived. A numerical algorithm for solving Problem II is provided. Copyright © 2009 John Wiley & Sons, Ltd.     

Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting

Abstract

Let X ₁, X ₂… and B ₁, B ₂… be mutually independent [0, 1]-valued random variables, with EB _j  = β > 0 for all j. Let Y _j  = B ₁ … sB _j?1 X _j for j ≥ 1. A complete comparison is made between the optimal stopping value V(Y ₁,…,Y _n ):=sup{EY _τ:τ is a stopping rule for Y ₁,…,Y _n } and E(max _1≤j≤n Y _j ). It is shown that the set of ordered pairs {(x, y):x = V(Y ₁,…,Y _n ), y = E(max _1≤j≤n Y _j ) for some sequence Y ₁,…,Y _n obtained as described} is precisely the set {(x, y):0 ≤ x ≤ 1, x ≤ y ≤ Ψ _{n, β}(x)}, where Ψ _{n, β}(x) = [(1 ? β)n + 2β]x ? β^?(n?2) x ² if x ≤ β ^n?1, and Ψ _{n, β}(x) = min _j≥1{(1 ? β)jx + β ^j } otherwise. Sharp difference and ratio prophet inequalities are derived from this result, and an analogous comparison for infinite sequences is obtained.     

The Pettis integral for multi-valued functions via single-valued ones

We study the Pettis integral for multi-functions defined on a complete probability space (Ω,Σ,μ) with values into the family cwk(X) of all convex weakly compact non-empty subsets of a separable Banach space X. From the notion of Pettis integrability for such an F studied in the literature one readily infers that if we embed cwk(X) into ?_∞(BX^∗) by means of the mapping defined by j(C)(x^∗)=sup(x^∗(C)), then j○F is integrable with respect to a norming subset of B?_∞^∗(BX^∗). A natural question arises: When is j○F Pettis integrable? In this paper we answer this question by proving that the Pettis integrability of any cwk(X)-valued function F is equivalent to the Pettis integrability of j○F if and only if X has the Schur property that is shown to be equivalent to the fact that cwk(X) is separable when endowed with the Hausdorff distance. We complete the paper with some sufficient conditions (involving stability in Talagrand's sense) that ensure the Pettis integrability of j○F for a given Pettis integrable cwk(X)-valued function F.     

A note on bound for norms of Cauchy–Hankel matrices

We determine bounds for the spectral and ??_p norm of Cauchy–Hankel matrices of the form H_n=[1/(g+h(i+j))]ⁿ_i,j=1≡ ([1/(g+kh)]ⁿ_i,j=1), k=0, 1,…, n –1, where k is defined by i+j=k (mod n). Copyright © 2002 John Wiley & Sons, Ltd.     

On Distinguished Solutions of Truncated Matricial Hamburger Moment Problems

We study two slightly different versions of the truncated matricial Hamburger moment problem. A central topic is the construction and investigation of distinguished solutions of both moment problems under consideration. These solutions turn out to be nonnegative Hermitian q × q Borel measures on the real axis which are concentrated on a finite number of points. These points and the corresponding masses will be explicitly described in terms of the given data. Furthermore, we investigate a particular class of sequences (s_j)^∞_{j = 0} of complex q × q matrices for which the corresponding infinite matricial Hamburger moment problem has a unique solution. Our approach is mainly algebraic. It is based on the use of particular matrix polynomials constructed from a nonnegative Hermitian block Hankel matrix. These matrix polynomials are immediate generalizations of the monic orthogonal matrix polynomials associated with a positive Hermitian block Hankel matrix. We generalize a classical theorem due to Kronecker on infinite Hankel matrices of finite rank to block Hankel matrices and discuss its consequences for the nonnegative Hermitian case.     

A fast method to block-diagonalize a Hankel matrix

In this paper, we consider an approximate block diagonalization algorithm of an n×n real Hankel matrix in which the successive transformation matrices are upper triangular Toeplitz matrices, and propose a new fast approach to compute the factorization in O(n ²) operations. This method consists on using the revised Bini method (Lin et al., Theor Comp Sci 315: 511–523, 2004). To motivate our approach, we also propose an approximate factorization variant of the customary fast method based on Schur complementation adapted to the n×n real Hankel matrix. All algorithms have been implemented in Matlab and numerical results are included to illustrate the effectiveness of our approach.     

Estimates for eigenvalues of stochastic matrices

It is well-known that the eigenvalues of stochastic matrices lie in the unit circle and at least one of them has the value one. Let {1, r 2 , ··· , r N } be the eigenvalues of stochastic matrix X of size N × N . We will present in this paper a simple necessary and sufficient condition for X such that |r j | < 1, j = 2, ··· , N . Moreover, such condition can be very quickly examined by using some search algorithms from graph theory.     

On the rate of convergence of the expected spectral distribution function of a Wigner matrix to the semi-circular law

Let X:= (X _jk ) denote a Hermitian random matrix with entries X _jk which are independent for all 1 ≤ j ≤ k. We study the rate of convergence of the expected spectral distribution function of the matrix X to the semi-circular law under the conditions E X _jk = 0, E X _jk ² = 1, and E|X _jk |^2+η ≤ M _η < ∞, 0 < η ≤ 2. The bounds of order $ O(n^{ - \frac{\eta } {{2 + \eta }}} ) $ O(n^{ - \frac{\eta } {{2 + \eta }}} ) for 1 ≤ η ≤ 2, and those of order $ O(n^{ - \frac{{2\eta }} {{(2 + \eta )(3 - \eta )}}} ) $ O(n^{ - \frac{{2\eta }} {{(2 + \eta )(3 - \eta )}}} ) for 0 < η ≤ 1, are obtained.