Perturbations and expressions for generalized inverses in Banach spaces and Moore-Penrose inverses in Hilbert spaces of closed linear operators

The problems of perturbation and expression for the generalized inverses of closed linear operators in Banach spaces and for the Moore-Penrose inverses of closed linear operators in Hilbert spaces are studied. We first provide some stability characterizations of generalized inverses of closed linear operators under T-bounded perturbation in Banach spaces, which are exactly equivalent to that the generalized inverse of the perturbed operator has the simplest expression T⁺(I+δTT⁺)^-1. Utilizing these results, we investigate the expression for the Moore-Penrose inverse of the perturbed operator in Hilbert spaces and provide a unified approach to deal with the range preserving or null space preserving perturbation. An explicit representation for the Moore-Penrose inverse of the perturbation is also given. Moreover, we give an equivalent condition for the Moore-Penrose inverse to have the simplest expression T^†(I+δTT^†)^-1. The results obtained in this paper extend and improve many recent results in this area.     

On perturbations for oblique projection generalized inverses of closed linear operators in Banach spaces

The main concern of this paper is the perturbation problem for oblique projection generalized inverses of closed linear operators in Banach spaces. We provide a new stability characterization of oblique projection generalized inverses of closed linear operators under T-bounded perturbations, which improves some well known results in the case of the closed linear operators under the bounded perturbation or that the perturbation does not change the null space.     

M-P invertible matrices and unitary groups over Fq 2

The Moor-Penrose generalized inverses (M-P inverses for short) of matrices over a finite field F_q ² which is a generalization of the Moor-Penrose generalized inverses over the complex field, are studied in the present paper. Some necessary and sufficient conditions for anm xn matrixA over F_q ² having an M-P inverse are obtained, which make clear the set ofm xn matrices over F_q ² having M-P inverses and reduce the problem of constructing and enumerating the M-P invertible matrices to that of constructing and enumerating the non-isotropic subspaces with respect to the unitary group. Based on this reduction, both the construction problem and the enumeration problem are solved by borrowing the results in geometry of unitary groups over finite fields.     

Additive results for the generalized Drazin inverse in a Banach algebra

In this paper we investigate additive properties of the generalized Drazin inverse in a Banach algebra. We find some new conditions under which the generalized Drazin inverse of the sum a + b could be explicitly expressed in terms of a, a^d, b, b^d. Also, some recent results of Castro and Koliha [New additive results for the g-Drazin inverse, Proc. Roy. Soc. Edinburgh Sect. A 134 (2004) 1085-1097] are extended.     

Generalized inverses of matrices over a finite field

For a given m × n matrix A of rank r over a finite field F, the number of generalized inverses, of reflexive generalized inverses, of normalized generalized inverses, and of pseudoinverses of A are determined by elementary methods. The more difficult problem of determining which m × n matrices A of rank r over F have normalized generalized inverses and which have pseudoinverses is solved. Moreover, the number of such matrices which possess normalized generalized inverses and the number which possess pseudoinverses are found.     

Displacement structure approach to Chebyshev-Vandermonde and related matrices

In this paper we use the displacement structure concept to introduce a new class of matrices, designated asChebyshev-Vandermonde-like matrices, generalizing ordinary Chebyshev-Vandermonde matrices, studied earlier by different authors. Among other results the displacement structure approach allows us to give a nice explanation for the form of the Gohberg-Olshevsky formulas for the inverses of ordinary Chebyshev-Vandermonde matrices. Furthermore, the fact that the displacement structure is inherited by Schur complements leads to a fastO(n ²) implementation of Gaussian elimination withpartial pivoting for Chebyshev-Vandermonde-like matrices.     

Non-monotone stochastic generalized porous media equations

By using the Nash inequality and a monotonicity approximation argument, existence and uniqueness of strong solutions are proved for a class of non-monotone stochastic generalized porous media equations. Moreover, we prove for a large class of stochastic PDE that the solutions stay in the smaller L²-space provided the initial value does, so that some recent results in the literature are considerably strengthened.     

The representation and approximations of outer generalized inverses

We present a unified representation theorem for the class of all outer generalized inverses of a bounded linear operator. Using this representation we develop a few specific expressions and computational procedures for the set of outer generalized inverses. The obtained result is a generalization of the well-known representation theorem of the Moore--Penrose inverse as well as a generalization of the well-known results for the Drazin inverse and the generalized inverse A_T,S ⁽²⁾. Also, as corollaries we get corresponding results for reflexive generalized inverses.     

Generalized inverses and their application to applied probability problems

The main aim of this paper is to examine the applicability of generalized inverses to a wide variety of problems in applied probability where a Markov chain is present either directly or indirectly through some form of imbedding. By characterizing all generalized inverses of I—P, where P is the transition matrix of a finite irreducible discrete time Markov chain, we are able to obtain general procedures for finding stationary distributions, moments of the first passage time distributions, and asymptotic forms for the moments of the occupation-time random variables. It is shown that all known explicit methods for examining these problems can be expressed in this generalized inverse framework. More generally, in the context of a Markov renewal process setting the aforementioned problems are also examined using generalized inverses of I—P. As a special case, Markov chains in continuous time are considered, and we show that the generalized inverse technique can be applied directly to the infinitesimal generator of the process, instead of to I—P, where P is the transition matrix of the discrete time jump Markov chain.     

Regularity of the sample paths of a class of second-order spde's

We study the sample path regularity of the solutions of a class of spde's which are second order in time and that includes the stochastic wave equation. Non-integer powers of the spatial Laplacian are allowed. The driving noise is white in time and spatially homogeneous. Continuing with the work initiated in Dalang and Mueller (Electron. J. Probab. 8 (2003) 1), we prove that the solutions belong to a fractional L²-Sobolev space. We also prove Hölder continuity in time and therefore, we obtain joint Hölder continuity in the time and space variables. Our conclusions rely on a precise analysis of the properties of the stochastic integral used in the rigourous formulation of the spde, as introduced by Dalang and Mueller. For spatial covariances given by Riesz kernels, we show that our results are optimal.     

M-P invertible matrices and unitary groups over Fq2

The Moor-Penrose generalized inverses (M-P inverses for short) of matrices over a finite field F_q ² which is a generalization of the Moor-Penrose generalized inverses over the complex field, are studied in the present paper. Some necessary and sufficient conditions for anm xn matrixA over F_q ² having an M-P inverse are obtained, which make clear the set ofm xn matrices over F_q ² having M-P inverses and reduce the problem of constructing and enumerating the M-P invertible matrices to that of constructing and enumerating the non-isotropic subspaces with respect to the unitary group. Based on this reduction, both the construction problem and the enumeration problem are solved by borrowing the results in geometry of unitary groups over finite fields.     

Characterizations of EP matrices and weighted-EP matrices

A square complex matrix A is said to be EP if A and its conjugate transpose A^∗ have the same range. In this paper, we first collect a group of known characterizations of EP matrix, and give some new characterizations of EP matrices. Then, we define weighted-EP matrix, and present a wealth of characterizations for weighted-EP matrix through various rank formulas for matrices and their generalized inverses.     

The product of two dependent random variables with regularly varying or rapidly varying tails

Let X and Y be two nonnegative and dependent random variables following a generalized Farlie-Gumbel-Morgenstern distribution. In this short note, we study the impact of a dependence structure of X and Y on the tail behavior of XY. We quantify the impact as the limit, as x→∞, of the quotient of Pr(XY>x) and Pr(X^∗Y^∗>x), where X^∗ and Y^∗ are independent random variables identically distributed as X and Y, respectively. We obtain an explicit expression for this limit when X is regularly varying or rapidly varying tailed.     

Extremal ranks of submatrices in an Hermitian solution to the matrix equation AXA *=B with applications

Suppose that AXA ^*=B is a consistent matrix equation and partition its Hermitian solution X ^*=X into a 2-by-2 block form. In this paper, we give some formulas for the maximal and minimal ranks of the submatrices in an Hermitian solution X to AXA ^*=B. From these formulas we derive necessary and sufficient conditions for the submatrices to be zero or to be unique, respectively. As applications, we give some properties of Hermitian generalized inverses for an Hermitian matrix.     

Sklar’s theorem obtained via regularization techniques

Sklar’s theorem establishes the connection between a joint d-dimensional distribution function and its univariate marginals. Its proof is straightforward when all the marginals are continuous. The hard part is the extension to the case where at least one of the marginals has a discrete component. We present a new proof of this extension based on some analytical regularization techniques (i.e., mollifiers) and on the compactness (with respect to the L^∞ norm) of the class of copulas.     

A family of three-point methods of optimal order for solving nonlinear equations

A family of three-point iterative methods for solving nonlinear equations is constructed using a suitable parametric function and two arbitrary real parameters. It is proved that these methods have the convergence order eight requiring only four function evaluations per iteration. In this way it is demonstrated that the proposed class of methods supports the Kung-Traub hypothesis (1974) [3] on the upper bound 2ⁿ of the order of multipoint methods based on n+1 function evaluations. Consequently, this class of root solvers possesses very high computational efficiency. Numerical examples are included to demonstrate exceptional convergence speed with only few function evaluations.     

On the characterization of generalized inverses by bordered matrices

A method to characterize the class of all generalized inverses of any given matrix A is considered. Given a matrix A and a nonsingular bordered matrix T of A,

$\text{T=}\text{A}\text{P}\text{Q}\text{R}$

the submatrix, corresponding to A, of T^-1 is a generalized inverse of A, and conversely, any generalized inverse of A is obtainable by this method. There are different definitions of a generalized inverse, and the arguments are developed with the least restrictive definition. The characterization of the Moore-Penrose inverse, the most restrictive definition, is also considered.     

Metric generalized inverse for linear manifolds and extremal solutions of linear inclusion in Banach spaces

Let X,Y be Banach spaces and M a linear manifold in X×Y={{x,y}∣x∈X,y∈Y}. The central problem which motivates many of the concepts and results of this paper is the problem of characterization and construction of all extremal solutions of a linear inclusion y∈M(x). First of all, concept of metric operator parts and metric generalized inverses for linear manifolds are introduced and investigated, and then, characterizations of the set of all extremal or least extremal solutions in terms of metric operator parts and metric generalized inverses of linear manifolds are given by the methods of geometry of Banach spaces. The principal tool in this paper is the generalized orthogonal decomposition theorem in Banach spaces.