Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Let , where is a random symmetric matrix, a random symmetric matrix, and with being independent real random variables. Suppose that , and are independent. It is proved that the empirical spectral distribution of the eigenvalues of random symmetric matrices converges almost surely to a non-random distribution.     

A variational principle for eigenvalues of pencils of Hermitian matrices

LetH=(A, B) be a pair of HermitianN×N matrices. A complex number is an eigenvalue ofH ifdet(A–B)=0 (we include = ifdetB=0). For nonsingularH (i.e., for which some is not an eigenvalue), we show precisely which eigenvalues can be characterized as _k ⁺ =sup{inf{*A:*B=1,S},SS _k},S _k being the set of subspaces of C ^N of codimensionk–1.Dedicated to the memory of our friend and colleague Branko NajmanResearch supported by NSERC of Canada and the I.W.Killam FoundationProfessor Najman died suddenly while this work was at its final stage. His research was supported by the Ministry of Science of CroatiaResearch supported by NSERC of Canada     

Inside the eigenvalues of certain Hermitian Toeplitz band matrices

While extreme eigenvalues of large Hermitian Toeplitz matrices have been studied in detail for a long time, much less is known about individual inner eigenvalues. This paper explores the behavior of the jth eigenvalue of an n-by-n banded Hermitian Toeplitz matrix as n tends to infinity and provides asymptotic formulas that are uniform in j for 1≤j≤n. The real-valued generating function of the matrices is assumed to increase strictly from its minimum to its maximum, and then to decrease strictly back from the maximum to the minimum, having nonzero second derivatives at the minimum and the maximum. The results, which are of interest in numerical analysis, probability theory, or statistical physics, for example, are illustrated and underpinned by numerical examples.     

On the critical ideals of graphs

We introduce some determinantal ideals of the generalized Laplacian matrix associated to a digraph G, that we call critical ideals of G. Critical ideals generalize the critical group and the characteristic polynomials of the adjacency and Laplacian matrices of a digraph. The main results of this article are the determination of some minimal generator sets and the reduced Gröbner basis for the critical ideals of the complete graphs, the cycles and the paths. Also, we establish a bound between the number of trivial critical ideals and the stability and clique numbers of a graph.     

Mod 2 indecomposable orthogonal invariants

Over an algebraically closed base field k of characteristic 2, the ring R^G of invariants is studied, G being the orthogonal group O(n) or the special orthogonal group SO(n) and acting naturally on the coordinate ring R of the m-fold direct sum kⁿ⊕?⊕kⁿ of the standard vector representation. It is proved for O(n) (n?2) and for SO(n) (n?3) that there exist m-linear invariants with m arbitrarily large that are indecomposable (i.e., not expressible as polynomials in invariants of lower degree). In fact, they are explicitly constructed for all possible values of m. Indecomposability of corresponding invariants over immediately follows. The constructions rely on analysing the Pfaffian of the skew-symmetric matrix whose entries above the diagonal are the scalar products of the vector variables.     

Algebraic/combinatorial proofs of Cayley-type identities for derivatives of determinants and pfaffians

The classic Cayley identity states that

det(∂)(detX)^s=s(s+1)?(s+n−1)(detX)^s−1$\det (\partial ){(\det X)}^s=s(s+1)?(s+n-1){(\det X)}^{s-1}$

where X=(_xij)$X=(x_{ij})$ is an n×n$n\times n$ matrix of indeterminates and ∂=(∂/∂_xij)$\partial =(\partial /\partial x_{ij})$ is the corresponding matrix of partial derivatives. In this paper we present straightforward algebraic/combinatorial proofs of a variety of Cayley-type identities, both old and new. The most powerful of these proofs employ Grassmann algebra (= exterior algebra) and Grassmann–Berezin integration. Among the new identities proven here are a pair of “diagonal-parametrized” Cayley identities, a pair of “Laplacian-parametrized” Cayley identities, and the “product-parametrized” and “border-parametrized” rectangular Cayley identities.     

Decompositions of a Krein space in regular subspaces invariant under a uniformly bounded C0-semigroup of bi-contractions

We give necessary and sufficient conditions under which a C₀-semigroup of bi-contractions on a Krein space is similar to a semigroup of contractions on a Hilbert space. Under these and additional conditions we obtain direct sum decompositions of the Krein space into invariant regular subspaces and we describe the behavior of the semigroup on each of these summands. In the last section we give sufficient conditions for the co-generator of the semigroup to be power bounded.     

Homotopy type of the boolean complex of a Coxeter system

In any Coxeter group, the set of elements whose principal order ideals are boolean forms a simplicial poset under the Bruhat order. This simplicial poset defines a cell complex, called the boolean complex. In this paper it is shown that, for any Coxeter system of rank n, the boolean complex is homotopy equivalent to a wedge of (n−1)-dimensional spheres. The number of such spheres can be computed recursively from the unlabeled Coxeter graph, and defines a new graph invariant called the boolean number. Specific calculations of the boolean number are given for all finite and affine irreducible Coxeter systems, as well as for systems with graphs that are disconnected, complete, or stars. One implication of these results is that the boolean complex is contractible if and only if a generator of the Coxeter system is in the center of the group.     

Equidimensionality of convolution morphisms and applications to saturation problems

Fix a split connected reductive group G over a field k, and a positive integer r. For any r-tuple of dominant coweights μi of G, we consider the restriction mμ_• of the r-fold convolution morphism of Mirkovic-Vilonen to the twisted product of affine Schubert varieties corresponding to μ_•. We show that if all the coweights μi are minuscule, then the fibers of mμ_• are equidimensional varieties, with dimension the largest allowed by the semi-smallness of mμ_•. We derive various consequences: the equivalence of the non-vanishing of Hecke and representation ring structure constants, and a saturation property for these structure constants, when the coweights μi are sums of minuscule coweights. This complements the saturation results of Knutson-Tao and Kapovich-Leeb-Millson. We give a new proof of the P-R-V conjecture in the “sums of minuscules” setting. Finally, we generalize and reprove a result of Spaltenstein pertaining to equidimensionality of certain partial Springer resolutions of the nilpotent cone for GLn.     

Criteria of unitary equivalence of Hermitian operators with a degenerate spectrum

Nonimprovable, in general, estimates of the number of necessary and sufficient conditions for two Hermitian operators to be unitarily equaivalent in a unitary space are obtained when the multiplicities of eigenvalues of operators can be more than 1. The explicit form of these conditions is given. In the Appendix the concept of conditionally functionally independent functions is given and the corresponding necessary and sufficient conditions are presented.     

The determination of integral closures and geometric applications

We express explicitly the integral closures of some ring extensions; this is done for all Bring-Jerrard extensions of any degree as well as for all general extensions of degree ?5; so far such an explicit expression is known only for degree ?3 extensions. As a geometric application, we present explicitly the structure sheaf of every Bring-Jerrard covering space in terms of coefficients of the equation defining the covering; in particular, we show that a degree-3 morphism π:Y→X is quasi-etale if and only if is trivial (details in Theorem 5.3). We also try to get a geometric Galoisness criterion for an arbitrary degree-n finite morphism; this is successfully done when n=3 and less satisfactorily done when n=5.     

Polynomiality of monotone Hurwitz numbers in higher genera

Hurwitz numbers count branched covers of the Riemann sphere with specified ramification, or equivalently, transitive permutation factorizations in the symmetric group with specified cycle types. Monotone Hurwitz numbers count a restricted subset of these branched covers, related to the expansion of complete symmetric functions in the Jucys–Murphy elements, and have arisen in recent work on the asymptotic expansion of the Harish-Chandra–Itzykson–Zuber integral. In previous work we gave an explicit formula for monotone Hurwitz numbers in genus zero. In this paper we consider monotone Hurwitz numbers in higher genera, and prove a number of results that are reminiscent of those for classical Hurwitz numbers. These include an explicit formula for monotone Hurwitz numbers in genus one, and an explicit form for the generating function in arbitrary positive genus. From the form of the generating function we are able to prove that monotone Hurwitz numbers exhibit a polynomiality that is reminiscent of that for the classical Hurwitz numbers, i.e.  , up to a specified combinatorial factor, the monotone Hurwitz number in genus g$g$ with ramification specified by a given partition is a polynomial indexed by g$g$ in the parts of the partition.     

Asymptotic cone of semisimple orbits for symmetric pairs

Let G be a reductive algebraic group over C and denote its Lie algebra by g. Let Oh be a closed G-orbit through a semisimple element h∈g. By a result of Borho and Kraft (1979) [4], it is known that the asymptotic cone of the orbit Oh is the closure of a Richardson nilpotent orbit corresponding to a parabolic subgroup whose Levi component is the centralizer ZG(h) in G. In this paper, we prove an analogue on a semisimple orbit for a symmetric pair.More precisely, let θ be an involution of G, and K=Gθ a fixed point subgroup of θ. Then we have a Cartan decomposition g=k+s of the Lie algebra g=Lie(G) which is the eigenspace decomposition of θ on g. Let {x,h,y} be a normal sl₂ triple, where x,y∈s are nilpotent, and h∈k semisimple. In addition, we assume , where denotes the complex conjugation which commutes with θ. Then is a semisimple element in s, and we can consider a semisimple orbit Ad(K)a in s, which is closed. Our main result asserts that the asymptotic cone of Ad(K)a in s coincides with , if x is even nilpotent.     

Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues

We considered N×N Wishart ensembles in the class W_C(Σ_N,M) (complex Wishart matrices with M degrees of freedom and covariance matrix Σ_N) such that N₀ eigenvalues of Σ_N are 1 and N₁=N−N₀ of them are a. We studied the limit as M, N, N₀ and N₁ all go to infinity such that , and 0<c,β<1. In this case, the limiting eigenvalue density can either be supported on 1 or 2 disjoint intervals in R₊, and a phase transition occurs when the support changes from 1 interval to 2 intervals. By using the Riemann-Hilbert analysis, we have shown that when the phase transition occurs, the eigenvalue distribution is described by the Pearcey kernel near the critical point where the support splits.     

Discrete time-variant interpolation as classical interpolation with an operator argument

Necessary and sufficient conditions are derived for the existence of solutions to discrete time-variant interpolation problems of Nevanlinna-Pick and Nudelman type. The proofs are based on a reduction scheme which allows one to treat these time-variant interpolation problems as classical interpolation problems for operator-valued functions with operator arguments. The latter ones are solved by using the commutant lifting theorem.     

Set-theoretic defining equations of the tangential variety of the Segre variety

We prove a set-theoretic version of the Landsberg-Weyman Conjecture on the defining equations of the tangential variety of a Segre product of projective spaces. We introduce and study the concept of exclusive rank. For the proof of this conjecture, we use a connection to the author’s previous work and re-express the tangential variety as the variety of principal minors of symmetric matrices that have exclusive rank no more than 1. We discuss applications to semiseparable matrices, tensor rank versus border rank, context-specific independence models and factor analysis models.     

On the divisorial spectrum of a Noetherian domain

For a Noetherian domain, the sets of divisorial primes, t-primes, and associated primes of principal ideals coincide. We study the divisorial primes of a Noetherian domain as a partially ordered set. In particular, we show that it is possible to have arbitrarily long chains and any finite amount of noncatenarity.     

A quantization of conjugacy classes of matrices

We construct a generator system of the annihilator of the generalized Verma module of gl(n,C) induced from any character of any parabolic subalgebra as an analogue of minors and elementary divisors. The generator system has a quantization parameter ε and it generates the defining ideal of the conjugacy class of square matrices at the classical limit ε=0.