Canonical forms for linear systems

This paper considers canonical forms for the similarity action of Gl(n) on $\text{∑}{}_{\mathrm{n,m}}\text{={(A,B)∈}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{n}}\text{×}\text{C}{}^{\mathrm{n}}\text{·}{}^{\mathrm{m}}\text{}}$:

$\text{Gl(n×∑}{}_{\mathrm{n,m}}\text{→∑}{}_{\mathrm{n,m}}$

,

$\text{(H,(A,B))?(HAH}{}^{-1}\text{,HB)}$

Those canonical forms are obtained as an application of a more general method to select canonical elements M_c in the orbits $\text{O}{}_{\mathrm{M}}$ of a matrix group G acting on a set of matrices $\text{M}\text{?}\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$. We define a total order (?) on $\text{C}{}^{\mathrm{l}}\text{·}{}^{\mathrm{p}}$, different from the lexicographic order ^l? [0^l?x ? x <0, but $\text{0?x≠0 for x∈}\text{R}\text{]}$ and consider normalized $\text{O}{}_{\mathrm{M}}$-elements with a minimal number of parameters:

$\text{min{}\text{M}\text{?}\text{∈}\text{O}{}_{\mathrm{M}}\text{:}\text{M}\text{?}\text{normalized}}$

It is shown that the row and column echelon forms, the Jordan canonical form, and “nice” control canonical forms for reachable (A,B)-pairs have a homogeneous interpretation as such (?)-minimal orbit elements. Moreover new canonical forms for the general action (?) are determined via this method.     

About some problems of spectral synthesis

For a given pair $\text{(A,b)∈}\text{R}{}^{\mathrm{n\times n}}\text{×}\text{R}{}^{\mathrm{n\times 1}}$ such that A is cyclic and b is a cyclic generator (with respect to A) of $\text{R}{}^{\mathrm{n\times 1}}$, it is shown that for every nonnegative integer m we can find a nonnegative integer t and a sequence $\text{{f}{}_{\mathrm{j\}}}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{,f}{}_{\mathrm{j}}\text{∈}\text{R}{}^{\mathrm{1\times n}}$,so that a the zeros of the rational function det P(z), where $\text{P(z) = zI ? A ? ∑}{}^{\mathrm{t}}{}_{\mathrm{j=0}}\text{z}{}^{\mathrm{-(m+j)}}\text{b?}$_f, lie in the open unit disc in the complex plane. The result is directly applicable to a stabilizability problem for linear systems with a time delay in control action.     

Doubly nonlinear parabolic equations with singular lower order term

In this paper we are concerned with positive solutions of the doubly nonlinear parabolic equation u_t=div(u^m−1|∇u|^p−2∇u)+Vu^m+p−2 in a cylinder $\text{Ω×(0,T)}$, with initial condition u(·,0)=u₀(·)⩾0 and vanishing on the parabolic boundary $\text{∂Ω×(0,T)}$. Here $\text{Ω⊂}\text{R}{}^{\mathrm{N}}$ (resp. $\text{H}{}^{\mathrm{n}}$) is a bounded domain with smooth boundary, $\text{V∈L}{}_{\mathrm{<mtext>loc</mtext>}}{}^1\text{(Ω)}$, $\text{m∈}\text{R}$, 1<p<N and m+p−2>0. The critical exponents $\text{q}{}^1$ are found and the nonexistence results are proved for $\text{q}{}^1\text{⩽m+p<3}$.     

Universal bounds for global solutions of a forced porous medium equation

We show that in a smooth bounded domain $\text{Ω⊂}\text{R}{}^{\mathrm{n}}$, n⩾2, all global nonnegative solutions of u_t−Δu^m=u^p with zero boundary data are uniformly bounded in $\text{Ω×(τ,∞)}$ by a constant depending on $\text{Ω,p}$ and τ but not on u₀, provided that 1<m<p<[(n+1)/(n−1)]m. Furthermore, we prove an a priori bound in $\text{L}{}^{\mathrm{\infty }}\text{(Ω×(0,∞))}$ depending on $\text{||u}{}_0\text{||}{}_{\mathrm{L\infty (\Omega )}}$ under the optimal condition 1<m<p<[(n+2)/(n−2)]m.     

The asymptotic eigenvalue-distribution for a certain class of random matrices

For an n × n Hermitean matrix A with eigenvalues λ₁, …, λ_n the eigenvalue-distribution is defined by $\text{G(x, A) :=}\text{1}\text{n}$ · number {λ_i: λ_i ? x} for all real x. Let A_n for n = 1, 2, … be an n × n matrix, whose entries a_ik are for i, k = 1, …, n independent complex random variables on a probability space (Ω, $\text{R}$, p) with the same distribution F_a. Suppose that all moments $\text{E}$ | a | ^k, k = 1, 2, … are finite, $\text{E}$a=0 and $\text{E}$ | a | ². Let

$\text{M(A)=}\text{∑}\text{σ=1}\text{s}\text{θ}{}_{\mathrm{\sigma }}\text{P}{}_{\mathrm{\sigma }}\text{(A,A}{}^1\text{)}$

with complex numbers θ_σ and finite products P_σ of factors A and $\text{A}{}^1$ (= Hermitean conjugate) be a function which assigns to each matrix A an Hermitean matrix M(A). The following limit theorem is proved: There exists a distribution function G₀(x) = G₁x) + G₂(x), where G₁ is a step function and G₂ is absolutely continuous, such that with probability $\text{1 G(x, M(}\text{A}{}_{\mathrm{n}}\text{n}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{))}$ converges to G₀(x) as n → ∞ for all continuity points x of G₀. The density g of G₂ vanishes outside a finite interval. There are only finitely many jumps of G₁. Both, G₁ and G₂, can explicitly be expressed by means of a certain algebraic function f, which is determined by equations, which can easily be derived from the special form of M(A). This result is analogous to Wigner's semicircle theorem for symmetric random matrices (E. P. Wigner, Random matrices in physics, SIAM Review9 (1967), 1–23). The examples $\text{A}{}_{\mathrm{r}}\text{A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{+ A}{}^{\mathrm{1r}}$, $\text{A}{}^{\mathrm{r}}\text{A}{}^{\mathrm{1r}}\text{± A}{}^{\mathrm{1r}}\text{A}{}^{\mathrm{r}}$, r = 1, 2, …, are discussed in more detail. Some inequalities for random matrices are derived. It turns out that with probability 1 the sharpened form

$\text{lim sup}\text{n→∞}\text{∑}\text{i=1}{}^{\mathrm{n}}\text{|γ}{}_{\mathrm{i}}{}^{\mathrm{(n)}}\text{|}{}^2\text{?6A}{}_{\mathrm{n}}\text{6}{}^2\text{? 0.8228…}$

of Schur's inequality for the eigenvalues λ_i⁽ⁿ⁾ of A_n holds. Consequently random matrices do not tend to be normal matrices for large n.     

Positive definite Hermitian matrices and reproducing kernels

Some quadratic identities associated with positive definite Hermitian matrices are derived by use of the theory of reproducing kernels. For example, the following identity is obtained: Let{A_j}^m_j=1 be N × N positive definite Hermitian matrices. Then, for any complex vector x ∈ $\text{C}$^N, we have the identity

$\text{x}{}^1\text{∑}\text{j=}\text{1}\text{m}\text{A}{}^{-1}{}_{\mathrm{j}}{}^{-1}\text{x = min}\text{∑}\text{j=}\text{1}\text{m}\text{x}{}^1{}_{\mathrm{j}}\text{A}{}_{\mathrm{j}}\text{x}{}_{\mathrm{j}}$

. The minimum is taken here over all the decompositions x =∑^m_j=1x_j. This identity gives, in a sense, a precise converse for an inequality which was derived by T. Ando. Moreover, this paper shows that the sum of two reproducing kernels is naturally related to the harmonic-arithmetic-mean inequality for matrices and also that the geometric-arithmetic-mean inequality for matrices can be naturally interpreted in terms of tensor-product spaces.     

Third order efficiency of conditional tests for exponential families

Let P_η, η = (θ, γ) ∈ Θ × Γ ? $\text{R}$ × $\text{R}$^k, be a (k + 1)-dimensional exponential family. Let $\text{?}{}_{\mathrm{n}}{}^1$, n ∈ $\text{N}$, be an optimal similar test for the hypothesis {P_(θ,γ)ⁿ: γ ∈ Γ} (θ ∈ Θ fixed) against alternatives P_(θ1,γ1)ⁿ, θ₁ > θ, γ₁ ∈ Γ. It is shown that (?_n¹)_{n∈$\text{N}$} is third order efficient in the class of all test-sequences that are asymptotically similar of level α + o(n^?1) (locally uniformly in the nuisance parameter γ).     

Interpolation and inner maps that preserve measure

It is shown, for n ? m ? 1, that there exist inner maps Φ: Bⁿ → B^m with boundary values $\text{Φ}{}_1\text{: B}{}^{\mathrm{n}}\text{→ B}{}^{\mathrm{m}}$ such that $\text{σ}{}_{\mathrm{m}}\text{(A) = σ}{}_{\mathrm{n}}\text{(Φ}{}_1{}^{\mathrm{?1}}\text{(A))}$. where σ_n and σ_m are the Haar measures on ?Bⁿ and ?B^m, respectively, and A ? Bⁿ is an arbitrary Borel set.     

Completely positive linear maps on complex matrices

A linear map Φ from $\text{M}$_n to $\text{M}$_m is completely positive iff it admits an expression $\text{Φ(A)=Σ}{}_{\mathrm{i}}\text{V}{}^1{}_{\mathrm{i}}\text{AV}{}_{\mathrm{i}}$ where V_i are n×m matrices.     

Eigenvalues of p-summing and lp-type operators in Banach spaces

This paper is a study of the distribution of eigenvalues of various classes of operators. In Section 1 we prove that the eigenvalues (λ_n(T)) of a p-absolutely summing operator, p ? 2, satisfy

$\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}\text{?π}{}_{\mathrm{p}}\text{(T).}$

This solves a problem of A. Pietsch. We give applications of this to integral operators in L_p-spaces, weakly singular operators, and matrix inequalities.In Section 2 we introduce the quasinormed ideal Π₂⁽ⁿ⁾, P = (p₁, …, p_n) and show that for T ∈ Π₂⁽ⁿ⁾, 2 = (2, …, 2) ∈ Nⁿ, the eigenvalues of T satisfy

$\text{∑}\text{i∈N}\text{|λ}{}_{\mathrm{i}}\text{(T)|}{}^{\mathrm{<mtext>2</mtext><mtext>n</mtext>}}{}^{\mathrm{<mtext>n</mtext><mtext>2</mtext>}}\text{?π}{}^{\mathrm{n}}{}_2\text{(T).}$

More generally, we show that for T ∈ Π_p⁽ⁿ⁾, P = (p₁, …, p_n), pi ? 2, the eigenvalues are absolutely p-summable,

$\text{1}\text{p}\text{=}\text{∑}\text{i=1}\text{n}\text{1}\text{p}{}_{\mathrm{i}}\text{and}\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}\text{?C}{}_{\mathrm{p}}\text{π}{}^{\mathrm{n}}{}_{\mathrm{P}}\text{(T).}$

We also consider the distribution of eigenvalues of p-nuclear operators on L_r-spaces.In Section 3 we prove the Banach space analog of the classical Weyl inequality, namely

$\text{∑}\text{n∈N}\text{|λ}{}_{\mathrm{n}}\text{(T)|}{}^{\mathrm{p}}\text{? C}{}_{\mathrm{p}}\text{∑}\text{n∈N}\text{α}{}_{\mathrm{n}}\text{(T)}{}^{\mathrm{p}}$

, 0 < p < ∞, where α_n denotes the Kolmogoroff, Gelfand of approximation numbers of the operator T. This solves a problem of Markus-Macaev.Finally we prove that Hilbert space is (isomorphically) the only Banach space X with the property that nuclear operators on X have absolutely summable eigenvalues. Using this result we show that if the nuclear operators on X are of type l₁ then X must be a Hilbert space.     

On fair coin-tossing games

Let Ω be a finite set with k elements and for each integer $\text{n ≧ 1}$ let $\text{Ω}{}_{\mathrm{n}}\text{= Ω × Ω × … × Ω}$ (n-tuple) and $\text{Ω}{}_{\mathrm{n}}\text{= {(a}{}_1\text{, a}{}_2\text{,…, a}{}_{\mathrm{n}}\text{) | (a}{}_1\text{, a}{}_2\text{,…, a}{}_{\mathrm{n}}\text{) ∈ Ω}{}_{\mathrm{n}}$ and a_j ≠ a_j+1 for some 1 ≦ j ≦ n ? 1}. Let {Y_m} be a sequence of independent and identically distributed random variables such that P(Y₁ = a) = k^?1 for all a in Ω. In this paper, we obtain some very surprising and interesting results about the first occurrence of elements in $\text{Ω}{}_{\mathrm{n}}$ and in Ω?_n with respect to the stochastic process {Y_m}. The results here provide us with a better and deeper understanding of the fair coin-tossing (k-sided) process.     

Subproper splitting for rectangular matrices

In this paper iterative schemes for approximating a solution to a rectangular but consistent linear system Ax = b are studied. Let A?C^{m × n}_r. The splitting A = M ? N is called subproper if R(A) ? R(M) and $\text{R(A}{}^1\text{) ?R(M}{}^1\text{)}$. Consider the iteration $\text{x}{}_{\mathrm{i}}\text{= M}{}^2\text{Nx}{}_{\mathrm{i}}{}_{\mathrm{?1}}\text{+ M}{}^2\text{b}$. We characterize the convergence of this scheme to a solution of the linear system. When A?R^m×ⁿ_r, monotonicity and the concept of subproper regular splitting are used to determine a necessary and a sufficient condition for the scheme to converge to a solution.     

On the fair coin tossing process

Let Ω = {1, 0} and for each integer n ≥ 1 let $\text{Ω}{}_{\mathrm{n}}\text{= Ω × Ω × … × Ω}$ (n-tuple) and $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}\text{= {(a}{}_1\text{, a}{}_2\text{, …, a}{}_{\mathrm{n}}\text{)|(a}{}_1\text{, a}{}_2\text{, … , a}{}_{\mathrm{n}}\text{) ? Ω}{}_{\mathrm{n}}\text{and}\text{Σ}{}_{\mathrm{i=1}}{}^{\mathrm{n}}\text{a}{}_{\mathrm{i}}\text{= k}}$ for all k = 0,1,…,n. Let {Y_m}_m≥1 be a sequence of i.i.d. random variables such that $\text{P(Y}{}_1\text{= 0) = P(Y}{}_1\text{= 1) =}\text{1}\text{2}$. For each A in $\text{Ω}{}_{\mathrm{n}}$, let T_A be the first occurrence time of A with respect to the stochastic process {Y_m}_m≥1. R. Chen and A.Zame (1979, J. Multivariate Anal. 9, 150–157) prove that if n ≥ 3, then for each element A in $\text{Ω}{}_{\mathrm{n}}$, there is an element B in $\text{Ω}{}_{\mathrm{n}}$ such that the probability that T_B is less than T_A is greater than $\text{1}\text{2}$. This result is sharpened as follows: (I) for n ≥ 4 and 1 ≤ k ≤ n ? 1, each element A in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$, there is an element B also in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$ such that the probability that T_B is less than T_A is greater than $\text{1}\text{2}$; (II) for n ≥ 4 and 1 ≤ k ≤ n ? 1, each element A = (a₁, a₂,…,a_n) in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$, there is an element C also in $\text{Ω}{}_{\mathrm{n}}{}^{\mathrm{k}}$ such that the probability that T_A is less than T_C is greater than $\text{1}\text{2}$ if n ≠ 2m or n = 2m but a_i = a_{i + 1} for some 1 ≤ i ≤ n?1. These new results provide us with a better and deeper understanding of the fair coin tossing process.     

Elementary proof of the transformation formula for Lambert series involving generalized Dedekind sums

An elementary proof is given of the author's transformation formula for the Lambert series $\text{G}{}_{\mathrm{p}}\text{(x) =}\text{Σ}{}_{\mathrm{n?1}}{}^{\mathrm{<mtext>\infty </mtext>}}\text{n}{}^{\mathrm{?p}}\text{x}{}^{\mathrm{n}}\text{(1?x}{}^{\mathrm{n}}\text{)}$ relating G_p(e^2πiτ) to G_p(e^2πiAτ), where p > 1 is an odd integer and $\text{Aτ =}\text{(aτ + b)}\text{(cτ + d)}$ is a general modular substitution. The method extends Sczech's argument for treating Dedekind's function $\text{log}\text{η(τ) =}\text{πiτ}\text{12}\text{? G}{}_1\text{(e}{}^{\mathrm{2\pi i\tau }}\text{)}$, and uses Carlitz's formula expressing generalized Dedekind sums in terms of Eulerian functions.     

On the probability that k positive integers are relatively prime II

Given a set S of positive integers let $\text{Z}{}_{\mathrm{k}}{}^{\mathrm{S}}\text{(t)}$ denote the number of k-tuples 〈m₁, …, m_k〉 for which $\text{m}{}_{\mathrm{i}}\text{∈ S ? [1, t]}$ and (m₁, …, m_k) = 1. Also let $\text{P}{}_{\mathrm{k}}{}^{\mathrm{S}}\text{(n)}$ denote the probability that k integers, chosen at random from $\text{S ? [1, n]}$, are relatively prime. It is shown that if P = {p₁, …, p_r} is a finite set of primes and S = {m : (m, p₁ … p_r) = 1}, then $\text{Z}{}_{\mathrm{k}}{}^{\mathrm{S}}\text{(t) = (td(S))}{}^{\mathrm{k}}\text{Π}{}_{\mathrm{\nu ?P}}\text{(1 ?}\text{1}\text{p}{}^{\mathrm{k}}\text{) + O(t}{}^{\mathrm{k?1}}\text{)}$ if k ≥ 3 and $\text{Z}{}_2{}^{\mathrm{S}}\text{(t) = (td(S))}{}^2\text{Π}{}_{\mathrm{p?P}}\text{(1 ?}\text{1}\text{p}{}^2\text{) + O(t}\text{log}\text{t)}$ where d(S) denotes the natural density of S. From this result it follows immediately that $\text{P}{}_{\mathrm{k}}{}^{\mathrm{S}}\text{(n) → Π}{}_{\mathrm{p?P}}\text{(1 ?}\text{1}\text{p}{}^{\mathrm{k}}\text{) = (ζ(k))}{}^{\mathrm{?1}}\text{Π}{}_{\mathrm{p\in P}}\text{(1 ?}\text{1}\text{p}{}^{\mathrm{k}}\text{)}{}^{\mathrm{?1}}$ as n → ∞. This result generalizes an earlier result of the author's where $\text{P = ?}$ and S is then the whole set of positive integers. It is also shown that if S = {p₁^x₁ … p_r^x_r : x_i = 0, 1, 2,…}, then $\text{P}{}_{\mathrm{k}}{}^{\mathrm{S}}\text{(n) → 0}$ as n → ∞.     

Group structure and the pointwise ergodic theorem for connected amenable groups

Let G be a connected amenable group (thus, an extension of a connected normal solvable subgroup R by a connected compact group $\text{K =}\text{G}\text{R}$). We show how to explicitly construct sequences {U_n} of compacta in G in terms of the structural features of G which have the following property: For any “reasonable” action G × L^p(X, μ) ↓ L^p(X, μ) on an L^p space, 1 <p < ∞, and any f ∈ L^p(X, μ), the averages

$\text{A}{}_{\mathrm{n}}\text{f=}\text{1}\text{|U}{}_{\mathrm{n}}\text{|}\text{∫}\text{U}{}_{\mathrm{n}}\text{T}{}_{\mathrm{g}}{}^{\mathrm{?1f}}\text{dg (|E|=}\text{left Haar measure in}\text{G)}$

converge in L^p norm, and pointwise μ-a.e. on X, to G-invariant functions $\text{f1}$ in L^p(X, μ). A single sequence {U_n} in G works for all L^p actions of G. This result applies to many nonunimodular groups, which are not handled by previous attempts to produce noncommutative generalizations of the pointwise ergodic theorem.     

The KMS condition and spectral passivity in group duality

Let (A, G, α) be a C¹-dynamical system, where G is abelian, and let φ be an invariant state. Suppose that there is a neighbourhood Ω of the identity in $\text{G}\text{?}$ and a finite constant κ such that $\text{Π}{}_{\mathrm{i\; =\; 1}}{}^{\mathrm{n}}\text{φ(x}{}_{\mathrm{i}}{}^1\text{x}{}_{\mathrm{i}}\text{) ? κ}\text{Π}{}_{\mathrm{i\; =\; 1}}{}^{\mathrm{n}}\text{φ(x}{}_{\mathrm{i}}\text{x}{}_{\mathrm{i}}{}^1\text{)}$ whenever x_i lies in a spectral subspace $\text{R}{}^{\mathrm{\alpha }}\text{(Ω}{}_{\mathrm{i}}\text{)}$, where $\text{Ω}{}_1\text{+ … + Ω}{}_{\mathrm{n}}\text{? Ω}$. This condition of complete spectral passivity, together with self-adjointness of the left kernel of φ, ensures that φ satisfies the KMS condition for some one-parameter subgroup of G.     

Multiplicativity of lp norms for matrices. II

For 1 ? p ? ∞, let

$\text{|A|}{}_{\mathrm{p}}\text{=}\text{Σ}\text{i=1}\text{m}\text{Σ}\text{j=1}\text{n}\text{, |α}{}_{\mathrm{ij}}\text{|}{}^{\mathrm{p}}{}^{\mathrm{<mtext>1</mtext><mtext>p</mtext>}}$

, be the l_p norm of an m × n complex A = (α_ij) ?C_{m × n}. The main purpose of this paper is to find, for any p, q ? 1, the best (smallest) possible constants τ(m, k, n, p, q) and σ(m, k, n, p, q) for which inequalities of the form

$\text{|AB|}{}_{\mathrm{p}}\text{? τ(m, k, n, p, q) |A|}{}_{\mathrm{p}}\text{|B|}{}_{\mathrm{q}}\text{, |AB|}{}_{\mathrm{p}}\text{? σ (m, k, n, p, q)|A|}{}_{\mathrm{q}}\text{|B|}{}_{\mathrm{p}}$

hold for all A?C_{m × k}, B?C_{k × n}. This leads to upper bounds for inner products on C^k and for ordinary l_p operator norms on C_{m × n}.     

Parallel calculation of a linear mapping on a computer network

We are interested in the parallel computation of a linear mapping of n real variables by a network of computers with restricted means of communication between them and without any common memory. Let $\text{M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{)}$ denote the algebra of n×n real matrices, and let G be the graph associated with a binary, reflexive and symmetric relation R over {1,2, …,n}. We define

$\text{A}{}_{\mathrm{R}}\text{= {A?M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{):a}{}_{\mathrm{ij}}\text{≠ 0}\text{implies}\text{iRj}}$

A matrix $\text{M∈M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{)}$ is said to be realizable on G if it can be expressed as a product of elements of A_R. Therefore, every matrix of $\text{M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{)}$ is realizable on G if and only if A_R generates $\text{M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{)}$. We show that A_R generates $\text{M}{}_{\mathrm{n\times n}}\text{(}\text{R}\text{)}$ if and only if G is connected.