Complex Outliers of Hermitian Random Matrices

In this paper, we study the asymptotic behavior of the outliers of the sum a Hermitian random matrix and a finite rank matrix which is not necessarily Hermitian. We observe several possible convergence rates and outliers locating around their limits at the vertices of regular polygons as in Benaych-Georges and Rochet (Probab Theory Relat Fields, 2015), as well as possible correlations between outliers at macroscopic distance as in Knowles and Yin (Ann Probab 42(5):1980–2031, 2014) and Benaych-Georges and Rochet (2015). We also observe that a single spike can generate several outliers in the spectrum of the deformed model, as already noticed in Benaych-Georges and Nadakuditi (Adv Math 227(1):494–521, 2011) and Belinschi et al. (Outliers in the spectrum of large deformed unitarily invariant models 2012, arXiv:1207.5443v1). In the particular case where the perturbation matrix is Hermitian, our results complete the work of Benaych-Georges et al. (Electron J Probab 16(60):1621–1662, 2011), as we consider fluctuations of outliers lying in “holes” of the limit support, which happen to exhibit surprising correlations.     

Asymptotic Expansion for the Distribution Density Function of the Compound Poisson Process in Large Deviations

The paper is devoted to obtaining the asymptotic expansion and determination of the structure of the remainder term taking into consideration large deviations in the Cramér zone for the distribution density function of the standardized compound Poisson process. Following Deltuvien? and Saulis (Acta Appl Math 78:87–97, 2003. doi: 10.1023/A:1025783905023; Lith Math J 41:620–625, 2001) and Saulis and Statulevi?ius [Limit theorems for large deviations. Mathematics and its applications (Soviet Series), vol 73, pp 154–187, Kluwer, Dordrecht, 1991], the solution to the problem is achieved by first using a general lemma presented by Saulis (see Lemma 6.1 in Saulis and Statulevi?ius 1991, p. 154) on the asymptotic expansion for the density function of an arbitrary random variable with zero mean and unit variance and combining methods for cumulants and characteristic functions. By taking into consideration the large deviations in the Cramér zone for the density function of the standardized compound Poisson process, the result for the asymptotic expansion extends the asymptotic expansions for the density function of the sums of non-random number of summands (Deltuvien? and Saulis 2003, 2001).     

Local convergence and the dynamics of a two-point four parameter Jarratt-like method under weak conditions

We present a local convergence analysis of a two-point four parameter Jarratt-like method of high convergence order in order to approximate a locally unique solution of a nonlinear equation. In contrast to earlier studies such us (Amat et al. Aequat. Math. 69(3), 212–223 2015; Amat et al. J. Math. Anal. Appl. 366(3), 24–32 2010; Behl, R. 2013; Bruns and Bailey Chem. Eng. Sci. 32, 257–264 1977; Candela and Marquina. Computing 44, 169–184 1990; Candela and Marquina. Computing 45(4), 355–367 1990; Chun. Appl. Math. Comput. 190(2), 1432–1437 2007; Cordero and Torregrosa. Appl. Math. Comput. 190, 686–698 2007; Deghan. Comput. Appl Math. 29(1), 19–30 2010; Deghan. Comput. Math. Math. Phys. 51(4), 513–519 2011; Deghan and Masoud. Eng. Comput. 29(4), 356–365 15; Cordero and Torregrosa. Appl. Math. Comput. 190, 686–698 2012; Deghan and Masoud. Eng. Comput. 29(4), 356–365 2012; Ezquerro and Hernández. Appl. Math. Optim. 41(2), 227–236 2000; Ezquerro and Hernández. BIT Numer. Math. 49, 325–342 2009; Ezquerro and Hernández. J. Math. Anal. Appl. 303, 591–601 2005; Gutiérrez and Hernández. Comput. Math. Appl. 36(7), 1–8 1998; Ganesh and Joshi. IMA J. Numer. Anal. 11, 21–31 1991; González-Crespo et al. Expert Syst. Appl. 40(18), 7381–7390 2013; Hernández. Comput. Math. Appl. 41(3-4), 433–455 2001; Hernández and Salanova. Southwest J. Pure Appl. Math. 1, 29–40 1999; Jarratt. Math. Comput. 20(95), 434–437 1966; Kou and Li. Appl. Math. Comput. 189, 1816–1821 2007; Kou and Wang. Numer. Algor. 60, 369–390 2012; Lorenzo et al. Int. J. Interact. Multimed. Artif. Intell. 1(3), 60–66 2010; Magreñán. Appl. Math. Comput. 233, 29–38 2014; Magreñán. Appl. Math. Comput. 248, 215–224 2014; Parhi and Gupta. J. Comput. Appl. Math. 206(2), 873–887 2007; Rall 1979; Ren et al. Numer. Algor. 52(4), 585–603 2009; Rheinboldt Pol. Acad. Sci. Banach Ctr. Publ. 3, 129–142 1978; Sicilia et al. J. Comput. Appl. Math. 291, 468–477 2016; Traub 1964; Wang et al. Numer. Algor. 57, 441–456 2011) using hypotheses up to the fifth derivative, our sufficient convergence conditions involve only hypotheses on the first Fréchet-derivative of the operator involved. The dynamics of the family for choices of the parameters such that it is optimal is also shown. Numerical examples are also provided in this study     

Improved local convergence analysis of the Gauss–Newton method under a majorant condition

We present a local convergence analysis of Gauss-Newton method for solving nonlinear least square problems. Using more precise majorant conditions than in earlier studies such as Chen (Comput Optim Appl 40:97–118, 2008), Chen and Li (Appl Math Comput 170:686–705, 2005), Chen and Li (Appl Math Comput 324:1381–1394, 2006), Ferreira (J Comput Appl Math 235:1515–1522, 2011), Ferreira and Gonçalves (Comput Optim Appl 48:1–21, 2011), Ferreira and Gonçalves (J Complex 27(1):111–125, 2011), Li et al. (J Complex 26:268–295, 2010), Li et al. (Comput Optim Appl 47:1057–1067, 2004), Proinov (J Complex 25:38–62, 2009), Ewing, Gross, Martin (eds.) (The merging of disciplines: new directions in pure, applied and computational mathematics 185–196, 1986), Traup (Iterative methods for the solution of equations, 1964), Wang (J Numer Anal 20:123–134, 2000), we provide a larger radius of convergence; tighter error estimates on the distances involved and a clearer relationship between the majorant function and the associated least squares problem. Moreover, these advantages are obtained under the same computational cost.     

Symmetry axioms and perceived ambiguity

Since at least de Finetti (Annales de l’Institut Henri Poincare 7:1–68, 1937), preference symmetry assumptions have played an important role in models of decision making under uncertainty. In the current paper, we explore (1) the relationship between the symmetry assumption of Klibanoff et al. (KMS) (Econometrica 82:1945–1978, 2014) and alternative symmetry assumptions in the literature, and (2) assuming symmetry, the relationship between the set of relevant measures, shown by KMS (2014) to reflect only perceived ambiguity, and the set of measures (which we will refer to as the Bewley set) developed by Ghirardato et al. (J Econ Theory 118:133–173, 2004), Nehring (Ambiguity in the context of probabilistic beliefs, working paper, 2001, Bernoulli without Bayes: a theory of utility-sophisticated preference, working paper, 2007) and Ghirardato and Siniscalchi (A more robust definition of multiple priors, working paper, 2007, Econometrica 80:2827–2847, 2012). This Bewley set is the main alternative offered in the literature as possibly representing perceived ambiguity. Regarding symmetry assumptions, we show that, under relatively mild conditions, a variety of preference symmetry conditions from the literature [including that in KMS (2014)] are equivalent. In KMS (2014), we showed that, under symmetry, the Bewley set and the set of relevant measures are not always the same. Here, we establish a preference condition, No Half Measures, that is necessary and sufficient for the two to be the same under symmetry. This condition is rather stringent. Only when it is satisfied may the Bewley set be interpreted as reflecting only perceived ambiguity and not also taste aspects such as ambiguity aversion.     

Twisting the Alive Particle Filter

This work focuses on sampling from hidden Markov models (Cappe et al. 2005) whose observations have intractable density functions. We develop a new sequential Monte Carlo (e.g. Doucet, 2011) algorithm and a new particle marginal Metropolis-Hastings (Andrieu et al J R Statist Soc Ser B 72:269-342, 2010) algorithm for these purposes. We build from Jasra et al (2013) and Whiteley and Lee (Ann Statist 42:115-141, 2014) to construct the sequential Monte Carlo (SMC) algorithm, which we call the alive twisted particle filter. Like the alive particle filter (Amrein and Künsch, 2011, Jasra et al, 2013), our new SMC algorithm adopts an approximate Bayesian computation (Tavare et al. Genetics 145:505-518, 1997) estimate of the HMM. Our alive twisted particle filter also uses a twisted proposal as in Whiteley and Lee (Ann Statist 42:115-141, 2014) to obtain a low-variance estimate of the HMM normalising constant. We demonstrate via numerical examples that, in some scenarios, this estimate has a much lower variance than that of the estimate obtained via the alive particle filter. The low variance of this normalising constant estimate encourages the implementation of our SMC algorithm within a particle marginal Metropolis-Hastings (PMMH) scheme, and we call the resulting methodology “alive twisted PMMH”. We numerically demonstrate, on a stochastic volatility model, how our alive twisted PMMH can converge faster than the standard alive PMMH of Jasra et al (2013).     

Extensions of the Noncommutative Integration

In this paper we will continue the analysis undertaken in Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), Bongiorno et al. (Rocky Mt J Math 40(6):1745–1777, 2010), Triolo (Rend Circ Mat Palermo (2) 60(3):409–416, 2011) on the general problem of extending the noncommutative integration in a *-algebra of measurable operators. As in Aiena et al. (Filomat 28(2):263–273, 2014), Bagarello (Stud Math 172(3):289–305, 2006) and Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), the main problem is to represent different types of partial *-algebras into a *-algebra of measurable operators in Segal’s sense, provided that these partial *-algebras posses a sufficient family of positive linear functionals (states) (Fragoulopoulou et al., J Math Anal Appl 388(2):1180–1193, 2012; Trapani and Triolo, Stud Math 184(2):133–148, 2008; Trapani and Triolo, Rend Circolo Mat Palermo 59:295–302, 2010; La Russa and Triolo, J Oper Theory, 69:2, 2013; Triolo, J Pure Appl Math, 43(6):601–617, 2012). In this paper, a new condition is given in an attempt to provide a extension of the non commutative integration.     

On the polynomial Ramanujan sums over finite fields

The polynomial Ramanujan sum was first introduced by Carlitz (Duke Math J 14:1105–1120, 1947), and a generalized version by Cohen (Duke Math J 16:85–90, 1949). In this paper, we study the arithmetical and analytic properties of these sums, deriving various fundamental identities, such as Hölder formula, reciprocity formula, orthogonality relation, and Davenport–Hasse type formula. In particular, we show that the special Dirichlet series involving the polynomial Ramanujan sums are, indeed, the entire functions on the whole complex plane, and we also give a square mean values estimation. The main results of this paper are new appearance to us, which indicate the particularity of the polynomial Ramanujan sums.     

A remark on energy estimates concerning extremals for Trudinger–Moser inequalities on a disc

In this short note, we generalized an energy estimate due to Malchiodi–Martinazzi (J Eur Math Soc 16:893–908, 2014) and Mancini–Martinazzi (Calc Var 56:94, 2017). As an application, we used it to reprove existence of extremals for Trudinger–Moser inequalities of Adimurthi–Druet type on the unit disc. Such existence problems in general cases had been considered by Yang  (Trans Am Math Soc 359:5761–5776, 2007; J Differ Equ 258:3161–3193, 2015) and Lu–Yang (Discrete Contin Dyn Syst 25:963–979, 2009) by using another method.     

Performance of convex underestimators in a branch-and-bound framework

The efficient determination of tight lower bounds in a branch-and-bound algorithm is crucial for the global optimization of models spanning numerous applications and fields. The global optimization method \(\alpha \)-branch-and-bound (\(\alpha \)BB, Adjiman et al. in Comput Chem Eng 22(9):1159–1179, 1998b, Comput Chem Eng 22(9):1137–1158, 1998a; Adjiman and Floudas in J Global Optim 9(1):23–40, 1996; Androulakis et al. J Global Optim 7(4):337–363, 1995; Floudas in Deterministic Global Optimization: Theory, Methods and Applications, vol. 37. Springer, Berlin, 2000; Maranas and Floudas in J Chem Phys 97(10):7667–7678, 1992, J Chem Phys 100(2):1247–1261, 1994a, J Global Optim 4(2):135–170, 1994), guarantees a global optimum with \(\epsilon \)-convergence for any \(\mathcal {C}^2\)-continuous function within a finite number of iterations via fathoming nodes of a branch-and-bound tree. We explored the performance of the \(\alpha \)BB method and a number of competing methods designed to provide tight, convex underestimators, including the piecewise (Meyer and Floudas in J Global Optim 32(2):221–258, 2005), generalized (Akrotirianakis and Floudas in J Global Optim 30(4):367–390, 2004a, J Global Optim 29(3):249–264, 2004b), and nondiagonal (Skjäl et al. in J Optim Theory Appl 154(2):462–490, 2012) \(\alpha \)BB methods, the Brauer and Rohn+E (Skjäl et al. in J Global Optim 58(3):411–427, 2014) \(\alpha \)BB methods, and the moment method (Lasserre and Thanh in J Global Optim 56(1):1–25, 2013). Using a test suite of 40 multivariate, box-constrained, nonconvex functions, the methods were compared based on the tightness of generated underestimators and the efficiency of convergence of a branch-and-bound global optimization algorithm.     

Vanishing of Rabinowitz Floer homology on negative line bundles

Following Frauenfelder (Rabinowitz action functional on very negative line bundles, Habilitationsschrift, Munich/München, 2008), Albers and Frauenfelder (Bubbles and onis, 2014. arXiv:1412.4360) we construct Rabinowitz Floer homology for negative line bundles over symplectic manifolds and prove a vanishing result. Ritter (Adv Math 262:1035–1106, 2014) showed that symplectic homology of these spaces does not vanish, in general. Thus, the theorem \(\mathrm {SH}=0\Leftrightarrow \mathrm {RFH}=0\) (Ritter in J Topol 6(2):391–489, 2013), does not extend beyond the symplectically aspherical situation. We give a conjectural explanation in terms of the Cieliebak–Frauenfelder–Oancea long exact sequence Cieliebak et al. (Ann Sci Éc Norm Supér (4) 43(6):957–1015, 2010).     

Optimal software-implemented Itoh–Tsujii inversion for $$\mathbb {F}_{2^{m}}$$

Field inversion in \(\mathbb {F}_{2^{m}}\) dominates the cost of modern software implementations of certain elliptic curve cryptographic operations, such as point encoding/hashing into elliptic curves (Brown et al. in: Submission to NIST, 2008; Brown in: IACR Cryptology ePrint Archive 2008:12, 2008; Aranha et al. in: Cryptology ePrint Archive, Report 2014/486, 2014) Itoh–Tsujii inversion using a polynomial basis and precomputed table-based multi-squaring has been demonstrated to be highly effective for software implementations (Taverne et al. in: CHES 2011, 2011; Oliveira et al. in: J Cryptogr Eng 4(1):3–17, 2014; Aranha et al. in: Cryptology ePrint Archive, Report 2014/486, 2014), but the performance and memory use depend critically on the choice of addition chain and multi-squaring tables, which in prior work have been determined only by suboptimal ad-hoc methods and manual selection. We thoroughly investigated the performance/memory tradeoff for table-based linear transforms used for efficient multi-squaring. Based upon the results of that investigation, we devised a comprehensive cost model for Itoh–Tsujii inversion and a corresponding optimization procedure that is empirically fast and provably finds globally-optimal solutions. We tested this method on eight binary fields commonly used for elliptic curve cryptography; our method found lower-cost solutions than the ad-hoc methods used previously, and for the first time enables a principled exploration of the time/memory tradeoff of inversion implementations.     

The Spectral Theorem for Unitary Operators Based on the S-Spectrum

The quaternionic spectral theorem has already been considered in the literature, see e.g. [22], [32], [33], however, except for the finite dimensional case in which the notion of spectrum is associated to an eigenvalue problem, see [21], it is not specified which notion of spectrum underlies the theorem.     

Remarks on defective Fano manifolds

This note continues our previous work on special secant defective (specifically, conic connected and local quadratic entry locus) and dual defective manifolds. These are now well understood, except for the prime Fano ones. Here we add a few remarks on this case, completing the results in our papers (Russo in Math Ann 344:597–617, 2009; Ionescu and Russo in Compos Math 144:949–962, 2008; Ionescu and Russo in J Reine Angew Math 644:145–157, 2010; Ionescu and Russo in Am J Math 135:349–360, 2013; Ionescu and Russo in Math Res Lett 21:1137–1154, 2014); see also the recent book (Russo, On the Geometry of Some Special Projective Varieties, Lecture Notes of the Unione Matematica Italiana, Springer, 2016).     

New characterizations of the Takagi function via functional equations

We provide two new characterizations of the Takagi function as the unique bounded solution of some systems of two functional equations. The results are independent of those obtained by Kairies (Wy? Szko? Ped Krakow Rocznik Nauk Dydakt Prace Mat 196:73–82, 1998), Kairies (Aequ Math 53:207–241, 1997), Kairies (Aequ Math 58:183–191, 1999) and Kairies et al. (Rad Mat 4:361–374, 1989; Errata, Rad Mat 5:179–180, 1989).     

Locally piecewise affine functions and their order structure

Piecewise affine functions on subsets of \(\mathbb R^m\) were studied in Aliprantis et al. (Macroecon Dyn 10(1):77–99, 2006), Aliprantis et al. (J Econometrics 136(2):431–456, 2007), Aliprantis and Tourky (Cones and duality, 2007), Ovchinnikov (Beitr\(\ddot{\mathrm{a}}\)ge Algebra Geom 43:297–302, 2002). In this paper we study a more general concept of a locally piecewise affine function. We characterize locally piecewise affine functions in terms of components and regions. We prove that a positive function is locally piecewise affine iff it is the supremum of a locally finite sequence of piecewise affine functions. We prove that locally piecewise affine functions are uniformly dense in \(C(\mathbb R^m)\), while piecewise affine functions are sequentially order dense in \(C(\mathbb R^m)\). This paper is partially based on Adeeb (Locally piece-wise affine functions, 2014)     

Fatou Components of Attracting Skew-Products

We investigate the existence of wandering Fatou components for polynomial skew-products in two complex variables. In 2004, the non-existence of wandering domains near a super-attracting invariant fiber was shown in Lilov (Fatou theory in two dimensions, PhD thesis, University of Michigan, 2004). In 2014, it was shown in Astorg et al. (Ann Math, arXiv:1411.1188 [math.DS], 2014) that wandering domains can exist near a parabolic invariant fiber. In Peters and Vivas (Math Z, arXiv:1408.0498, 2014), the geometrically attracting case was studied, and we continue this study here. We prove the non-existence of wandering domains for subhyperbolic attracting skew-products; this class contains the maps studied in Peters and Vivas (Math Z, arXiv:1408.0498, 2014). Using expansion properties on the Julia set in the invariant fiber, we prove bounds on the rate of escape of critical orbits in almost all fibers. Our main tool in describing these critical orbits is a possibly singular linearization map of unstable manifolds.     

A relationship between the space of orthomorphisms and the centre of a vector lattice revisited

In (Chil et al. Positivity, 2014), the authors claim to give a counterexample to the main result, about Wickstead’s question, in a recent paper of Toumi (see Theorem 3, When orthomorphisms are in the ideal center, Positivity 18(3):579–583, 2014). In this note we show that their example is consistent with the main result of Toumi and not a counterexample.     

Condition Length and Complexity for the Solution of Polynomial Systems

Smale’s 17th problem asks for an algorithm which finds an approximate zero of polynomial systems in average polynomial time (see Smale in Mathematical problems for the next century, American Mathematical Society, Providence, 2000). The main progress on Smale’s problem is Beltrán and Pardo (Found Comput Math 11(1):95–129, 2011) and Bürgisser and Cucker (Ann Math 174(3):1785–1836, 2011). In this paper, we will improve on both approaches and prove an interesting intermediate result on the average value of the condition number. Our main results are Theorem 1 on the complexity of a randomized algorithm which improves the result of Beltrán and Pardo (2011), Theorem 2 on the average of the condition number of polynomial systems which improves the estimate found in Bürgisser and Cucker (2011), and Theorem 3 on the complexity of finding a single zero of polynomial systems. This last theorem is similar to the main result of Bürgisser and Cucker (2011) but relies only on homotopy methods, thus removing the need for the elimination theory methods used in Bürgisser and Cucker (2011). We build on methods developed in Armentano et al. (2014).     

Finite time blow up for a solution to system of the drift–diffusion equations in higher dimensions

We discuss the existence of a blow-up solution for a multi-component parabolic–elliptic drift–diffusion model in higher space dimensions. We show that the local existence, uniqueness and well-posedness of a solution in the weighted \(L^2\) spaces. Moreover we prove that if the initial data satisfies certain conditions, then the corresponding solution blows up in a finite time. This is a system case for the blow up result of the chemotactic and drift–diffusion equation proved by Nagai (J Inequal Appl 6:37–55, 2001) and Nagai et al. (Hiroshima J Math 30:463–497, 2000) and gravitational interaction of particles by Biler (Colloq Math 68:229–239, 1995), Biler and Nadzieja (Colloq Math 66:319–334, 1994, Adv Differ Equ 3:177–197, 1998). We generalize the result in Kurokiba and Ogawa (Differ Integral Equ 16:427–452, 2003, Differ Integral Equ 28:441–472, 2015) and Kurokiba (Differ Integral Equ 27(5–6):425–446, 2014) for the multi-component problem and give a sufficient condition for the finite time blow up of the solution. The condition is different from the one obtained by Corrias et al. (Milan J Math 72:1–28, 2004).