Structure of invertible (bi)infinite totally positive matrices

An l_∞-invertible nonfinite totally positive matrix A is shown to have one and only one “main diagonal.” This means that exactly one diagonal of A has the property that all finite sections of A principal with respect to this diagonal are invertible and their inverses converge boundedly and entrywise to A^-1. This is shown to imply restrictions on the possible shapes of such a matrix. In the proof, such a matrix is also shown to have an l_∞-invertible LDU factorization. In addition, decay of the entries of such a matrix away from the main diagonal is demonstrated. It is also shown that a bounded sign-regular matrix carrying some bounded sequence to a uniformly alternating sequence must have all its columns in c₀.     

Robustness of orthogonal matching pursuit under restricted isometry property

Orthogonal matching pursuit(OMP)algorithm is an efcient method for the recovery of a sparse signal in compressed sensing,due to its ease implementation and low complexity.In this paper,the robustness of the OMP algorithm under the restricted isometry property(RIP) is presented.It is shown that δK+√KθK,11is sufcient for the OMP algorithm to recover exactly the support of arbitrary K-sparse signal if its nonzero components are large enough for both l2bounded and l∞bounded noises.     

On the local structure of subspaces of Banach lattices

The conjecture that every Banach space contains uniformly complementedl _p ⁿ ’s for some 1≦p≦∞ is verified for subspaces of Banach lattices which do not containl _∞ ⁿ ’s uniformly.     

Analogues of some Tauberian theorems for bounded variation

In this paper definitions for “bounded variation”, “subsequences”, “Pringsheim limit points”, and “stretchings” of a double sequence are presented. Using these definitions and the notion of regularity for four dimensional matrices, the following two questions will be answered. First, if there exists a four dimensional regular matrix A such that Ay = Σ _k,l=1,1 ^∞∞ a _m,n,k,l y _k,l is of bounded variation (BV) for every subsequence y of x, does it necessarily follow that x ∈ BV? Second, if there exists a four dimensional regular matrix A such that Ay ∈ BV for all stretchings y of x, does it necessarily follow that x ∈ BV? Also some natural implications and variations of the two Tauberian questions above will be presented.     

Positivity Criteria Generalizing the Leading Principal Minors Criterion

An n×n Hermitian matrix is positive definite if and only if all leading principal minors Δ₁, . . . ,Δ_n are positive. We show that certain sums δ _l of l × l principal minors can be used instead of Δ _l in this criterion. We describe all suitable sums δ _l for 3 × 3 Hermitian matrices. For an n×n Hermitian matrix A partitioned into blocks A _ij with square diagonal blocks, we prove that A is positive definite if and only if the following numbers σ _l are positive: σ _l is the sum of all l × l principal minors that contain the leading block submatrix [A _ij ] ^{k ?1} _{i,j =1} (if k > 1) and that are contained in [A _ij ] ^k _{i,j =1}, where k is the index of the block A _kk containing the (l, l) diagonal entry of A. We also prove that σ _l can be used instead of Δ _l in other inertia problems.     

Quasi-stationary approximation for reaction-diffusion systems

Let S denote an idempotent semigroup, let W denote a Banach space. The space BV (S, W), which is the space of functions of bounded variation from S into W, is considered. It is shown that if f is in BV (S, W) and if W⁷ contains no copy of l_∞ then the value of f at every point is ∫_Γγ(s) dμ_f(γ), where Γ is the structure space of S and μ_f is an appropriate W valued measure. The hypothesis that $\text{W}{}^7$ has no copy of l_∞ is then dropped and necessary and sufficient conditions are given for μ_f to still have values in W. An application is made to Lipschitz functions and conditions are derived for μ_ff to be a Gelfand or a Pettis indefinite integral. Another application is made to product measures.     

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

A real matrix A is a G-matrix if A is nonsingular and there exist nonsingular diagonal matrices D₁ and D₂ such that A^?T = D₁AD₂, 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^TJQ = 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 of a J-orthogonal matrix. An investigation into the sign patterns of the J-orthogonal matrices is initiated. It is observed that the sign patterns of the G-matrices are exactly the column permutations of the sign patterns of the J-orthogonal matrices. Some interesting constructions of certain J-orthogonal matrices are exhibited. It is shown that every symmetric staircase sign pattern matrix allows a J-orthogonal matrix. Sign potentially J-orthogonal conditions are also considered. Some examples and open questions are provided.     

Mixed complementarity problems for robust optimization equilibrium in bimatrix game

In this paper, we investigate the bimatrix game using the robust optimization approach, in which each player may neither exactly estimate his opponent’s strategies nor evaluate his own cost matrix accurately while he may estimate a bounded uncertain set. We obtain computationally tractable robust formulations which turn to be linear programming problems and then solving a robust optimization equilibrium can be converted to solving a mixed complementarity problem under the l ₁ ∩ l _∞-norm. Some numerical results are presented to illustrate the behavior of the robust optimization equilibrium.     

On subgroups and factor groups of GL(n, q) acting on spreads with the same characteristic

Let π^l_∞ be an affine translation plane of order q^r with GF(q) in its kern. Suppose G is a subgroup of the translation complement of π^l_∞ which leaves invariant a set Δ of q + 1 slopes and acts transitively on l_∞?Δ. We study the situation when G≌SL(n, q) or PSL(n, q).We show that if G|Δ = identity, then π^l_∞ is a Hall plane, a Lorimer-Rahilly plane (LR-16) or a Johnson-Walker plane (JW-16). Moreover, if n?3, then G fixes Δ elementwise and π^l_∞ is LR-16 or JW-16.     

Operator Spaces Containing c 0 OR l∞

Let E, F be either Fréchet or complete DF-spaces and let A(E, F) ? B(E, F) be spaces of operators. Under some quite general assumptions we show that: (i) A(E, F) contains a copy of c ₀ if and only if it contains a copy of l _∞; (ii) if c ₀ ? A(E, F), then A(E, F) is complemented in B(E, F) if and only if A(E, F) = B(E, F); (iii) if E or F has an unconditional basis and A(E, F) ≠ L(E, F), then A(E, F) ? c ₀. The above results cover cases of many clssical operator spaces A. We show also that EεF contains l _∞ if and only if E or F contains l _∞.     

Measures of affinity of a sequence for a number

We define strong and weak affinities of a number a for a sequence (x_k ) denoted by L (a,(x_k )) and U (a, (x_k )) respectively. We show U (a,(x_k )) > 0 if and only if the number a is a statistical limit point of the sequence (x_k ). We consider the distribution of sequences with positive weak and strong measures of affinity within the space l ^∞ of bounded sequences. The main result is that the set of bounded sequences with U (a,(x_k )) > 0, that is, the set of sequences with statistical limit points, is a dense subset in l ^∞ of the first category. We also show the set of sequences with positive strong affinities is a nowhere dense subset of l ^∞.     

Subtotally positive and Monge matrices

A real matrix is called k-subtotally positive if the determinants of all its submatrices of order at most k are positive. We show that for an m × n matrix, only mn inequalities determine such class for every k, 1 ? k ? min(m,n). Spectral properties of square k-subtotally positive matrices are studied. Finally, completion problems for 2-subtotally positive matrices and their additive counterpart, the anti-Monge matrices, are investigated. Since totally positive matrices are 2-subtotally positive as well, the presented necessary conditions for this completion problem are also necessary conditions for totally positive matrices.     

Statistical convergence and measure convergence generated by a single statistical measure

The purpose of this paper is to discuss those kinds of statistical convergence,in terms of filter F,or ideal L-convergence,which are equivalent to measure convergence defined by a single statistical measure.We prove a number of characterizations of a single statistical measure μ-convergence by using properties of its corresponding quotient Banach space l_∞/l_∞(I_μ).We also show that the usual sequential convergence is not equivalent to a single measure convergence.     

Minimax portfolio optimization: empirical numerical study

In this paper, we carry out the empirical numerical study of the l_∞ portfolio selection model where the objective is to minimize the maximum individual risk. We compare the numerical performance of this model with that of the Markowitz's quadratic programming model by using real data from the Stock Exchange of Hong Kong. Our computational results show that the l_∞ model has a similar performance to the Markowitz's model and that the l_∞ model is not sensitive to the data. For the situation with only two assets, we establish that the expected return of the minimum variance model is less than that of the minimum l_∞ model when both variance and the return rate of one asset is less than the corresponding values of another asset.     

CMV matrices with asymptotically constant coefficients. Szegö-Blaschke class, scattering theory

We develop a modern extended scattering theory for CMV matrices with asymptotically constant Verblunsky coefficients. We show that the traditional (Faddeev-Marchenko) condition is too restrictive to define the class of CMV matrices for which there exists a unique scattering representation. The main results are: (1) the class of twosided CMV matrices acting in l², whose spectral density satisfies the Szegö condition and whose point spectrum the Blaschke condition, corresponds precisely to the class where the scattering problem can be posed and solved. That is, to a given CMV matrix of this class, one can associate the scattering data and the FM space. The CMV matrix corresponds to the multiplication operator in this space, and the orthonormal basis in it (corresponding to the standard basis in l²) behaves asymptotically as the basis associated with the free system. (2) From the point of view of the scattering problem, the most natural class of CMV matrices is that one in which (a) the scattering data determine the matrix uniquely and (b) the associated Gelfand-Levitan-Marchenko transformation operators are bounded. Necessary and sufficient conditions for this class can be given in terms of an A₂ kind condition for the density of the absolutely continuous spectrum and a Carleson kind condition for the discrete spectrum. Similar conditions close to the optimal ones are given directly in terms of the scattering data.     

The period and base of a reducible sign pattern matrix

A square sign pattern matrix A (whose entries are ) is said to be powerful if all the powers A,A²,A³,…, are unambiguously defined. For a powerful pattern A, if A^l=A^l+p with l and p minimal, then l is called the base of A and p is called the period of Li et al. [On the period and base of a sign pattern matrix, Linear Algebra Appl. 212/213 (1994) 101-120] characterized irreducible powerful sign pattern matrices. In this paper, we characterize reducible, powerful sign pattern matrices and give some new results on the period and base of a powerful sign pattern matrix.     

Boundary values of differentiable functions defined on an arbitrary domain of a Carnot group

We study the boundary values of the functions of the Sobolev function spaces W _∞ ^l and the Nikol’ski? function spaces H _∞ ^l which are defined on an arbitrary domain of a Carnot group. We obtain some reversible characteristics of the traces of the spaces under consideration on the boundary of the domain of definition and sufficient conditions for extension of the functions of these spaces outside the domain of definition. In some cases these sufficient conditions are necessary.     

Asymptotics of products of nonnegative random matrices

Asymptotic properties of products of random matrices ξ _k = X _k …X ₁ as k → ∞ are analyzed. All product terms X _i are independent and identically distributed on a finite set of nonnegative matrices A = {A ₁, …, A _m }. We prove that if A is irreducible, then all nonzero entries of the matrix ξ _k almost surely have the same asymptotic growth exponent as k→∞, which is equal to the largest Lyapunov exponent λ(A). This generalizes previously known results on products of nonnegative random matrices. In particular, this removes all additional “nonsparsity” assumptions on matrices imposed in the literature.We also extend this result to reducible families. As a corollary, we prove that Cohen’s conjecture (on the asymptotics of the spectral radius of products of random matrices) is true in case of nonnegative matrices.     

On New Arithmetic Properties of Determinants of Hankel Matrices

We construct an infinite-dimensional Hankel matrix H_∞ with elements of the form m/2^l, where m, l ∈ ?, with the following property: the divisors of the numerators of its principal minors contain all prime numbers.