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This paper investigates structural changes in the parameters of first-order autoregressive (AR) models by analyzing the edge eigenvalues of the precision matrices. Specifically, edge eigenvalues in the precision matrix are observed if and only if there is a structural change in the AR coefficients. We show that these edge eigenvalues correspond to the zeros of a determinantal equation. Additionally, we propose a consistent estimator for detecting outliers within the panel time series framework, supported by numerical experiments.
An element of a group is called strongly reversible or strongly real if it can be expressed as a product of two involutions. We provide necessary and sufficient conditions for an element of $\mathrm{SL}(n,\mathbb{C})$ to be a product of two involutions. In particular, we classify the strongly reversible conjugacy classes in $\mathrm{SL}(n,\mathbb{C})$.
We prove that the infinite half-spin representations are topologically Noetherian with respect to the infinite spin group. As a consequence, we obtain that half-spin varieties, which we introduce, are defined by the pullback of equations at a finite level. The main example for such varieties is the infinite isotropic Grassmannian in its spinor embedding, for which we explicitly determine its defining equations.
Let W be a group endowed with a finite set S of generators. A representation $(V,\rho )$ of W is called a reflection representation of $(W,S)$ if $\rho (s)$ is a (generalized) reflection on V for each generator $s \in S$. In this article, we prove that for any irreducible reflection representation V, all the exterior powers $\bigwedge ^d V$, $d = 0, 1, \dots , \dim V$, are irreducible W-modules, and they are non-isomorphic to each other. This extends a theorem of R. Steinberg which is stated for Euclidean reflection groups. Moreover, we prove that the exterior powers (except for the 0th and the highest power) of two non-isomorphic reflection representations always give non-isomorphic W-modules. This allows us to construct numerous pairwise non-isomorphic irreducible representations for such groups, especially for Coxeter groups.
Isoclinic subspaces have been studied for over a century. Quantum error correcting codes were recently shown to define a subclass of families of isoclinic subspaces. The Knill–Laflamme theorem is a seminal result in the theory of quantum error correction, a central topic in quantum information. We show there is a generalized version of the Knill–Laflamme result and conditions that applies to all families of isoclinic subspaces. In the case of quantum stabilizer codes, the expanded conditions are shown to capture logical operators. We apply the general conditions to give a new perspective on a classical subclass of isoclinic subspaces defined by the graphs of anti-commuting unitary operators. We show how the result applies to recently studied mutually unbiased quantum measurements (MUMs), and we give a new construction of such measurements motivated by the approach.
We compute the large size limit of the moment formula derived in [14] for the Hermitian Jacobi process at fixed time. Our computations rely on the polynomial division algorithm which allows to obtain cancellations similar to those obtained in [3, Lemma 3]. In particular, we identify the terms contributing to the limit and show they satisfy a double recurrence relation. We also determine explicitly some of them and revisit a special case relying on Carlitz summation identity for terminating $1$-balanced ${}_4F_3$ functions taken at unity.
For a continuous-time phase-type (PH) distribution, starting with its Laplace–Stieltjes transform, we obtain a necessary and sufficient condition for its minimal PH representation to have the same order as its algebraic degree. To facilitate finding this minimal representation, we transform this condition equivalently into a non-convex optimization problem, which can be effectively addressed using an alternating minimization algorithm. The algorithm convergence is also proved. Moreover, the method we develop for the continuous-time PH distributions can be used directly for the discrete-time PH distributions after establishing an equivalence between the minimal representation problems for continuous-time and discrete-time PH distributions.
We prove new statistical results about the distribution of the cokernel of a random integral matrix with a concentrated residue. Given a prime p and a positive integer n, consider a random $n \times n$ matrix $X_n$ over the ring $\mathbb{Z}_p$ of p-adic integers whose entries are independent. Previously, Wood showed that as long as each entry of $X_n$ is not too concentrated on a single residue modulo p, regardless of its distribution, the distribution of the cokernel $\mathrm{cok}(X_n)$ of $X_n$, up to isomorphism, weakly converges to the Cohen–Lenstra distribution, as $n \rightarrow \infty$. Here on the contrary, we consider the case when $X_n$ has a concentrated residue $A_n$ so that $X_n = A_n + pB_n$. When $B_n$ is a Haar-random $n \times n$ matrix over $\mathbb{Z}_p$, we explicitly compute the distribution of $\mathrm{cok}(P(X_n))$ for every fixed n and a non-constant monic polynomial $P(t) \in \mathbb{Z}_p[t]$. We deduce our result from an interesting equidistribution result for matrices over $\mathbb{Z}_p[t]/(P(t))$, which we prove by establishing a version of the Weierstrass preparation theorem for the noncommutative ring $\mathrm{M}_n(\mathbb{Z}_p)$ of $n \times n$ matrices over $\mathbb{Z}_p$. We also show through cases the subtlety of the “universality” behavior when $B_n$ is not Haar-random.
We investigate when the algebraic numerical range is a C-spectral set in a Banach algebra. While providing several counterexamples based on classical ideas as well as combinatorial Banach spaces, we discuss positive results for matrix algebras and provide an absolute constant in the case of complex $2\times 2$-matrices with the induced $1$-norm. Furthermore, we discuss positive results for infinite-dimensional Banach algebras, including the Calkin algebra.
Let Γ be a finite graph and let $A(\Gamma)$ be the corresponding right-angled Artin group. From an arbitrary basis $\mathcal B$ of $H^1(A(\Gamma),\mathbb F)$ over an arbitrary field, we construct a natural graph $\Gamma_{\mathcal B}$ from the cup product, called the cohomology basis graph. We show that $\Gamma_{\mathcal B}$ always contains Γ as a subgraph. This provides an effective way to reconstruct the defining graph Γ from the cohomology of $A(\Gamma)$, to characterize the planarity of the defining graph from the algebra of $A(\Gamma)$ and to recover many other natural graph-theoretic invariants. We also investigate the behaviour of the cohomology basis graph under passage to elementary subminors and show that it is not well-behaved under edge contraction.
Let R be a ring and let $n\ge 2$. We discuss the question of whether every element in the matrix ring $M_n(R)$ is a product of (additive) commutators $[x,y]=xy-yx$, for $x,y\in M_n(R)$. An example showing that this does not always hold, even when R is commutative, is provided. If, however, R has Bass stable rank one, then under various additional conditions every element in $M_n(R)$ is a product of three commutators. Further, if R is a division ring with infinite center, then every element in $M_n(R)$ is a product of two commutators. If R is a field and $a\in M_n(R)$, then every element in $M_n(R)$ is a sum of elements of the form $[a,x][a,y]$ with $x,y\in M_n(R)$ if and only if the degree of the minimal polynomial of a is greater than $2$.
We obtain a system of identities relating boundary coefficients and spectral data for the one-dimensional Schrödinger equation with boundary conditions containing rational Herglotz–Nevanlinna functions of the eigenvalue parameter. These identities can be thought of as a kind of mini version of the Gelfand–Levitan integral equation for boundary coefficients only.
An element of a group is called reversible if it is conjugate to its own inverse. Reversible elements are closely related to strongly reversible elements, which can be expressed as a product of two involutions. In this paper, we classify the reversible and strongly reversible elements in the quaternionic special linear group $ \mathrm {SL}(n,\mathbb {H})$ and quaternionic projective linear group $ \mathrm {PSL}(n,\mathbb {H})$. We prove that an element of $ \mathrm {SL}(n,\mathbb {H})$ (resp. $ \mathrm {PSL}(n,\mathbb {H})$) is reversible if and only if it is a product of two skew-involutions (resp. involutions).
Fix $\alpha >0$. Then by Fejér's theorem $(\alpha (\log n)^{A}\,\mathrm {mod}\,1)_{n\geq 1}$ is uniformly distributed if and only if $A>1$. We sharpen this by showing that all correlation functions, and hence the gap distribution, are Poissonian provided $A>1$. This is the first example of a deterministic sequence modulo $1$ whose gap distribution and all of whose correlations are proven to be Poissonian. The range of $A$ is optimal and complements a result of Marklof and Strömbergsson who found the limiting gap distribution of $(\log (n)\, \mathrm {mod}\,1)$, which is necessarily not Poissonian.
The embedding problem of Markov chains examines whether a stochastic matrix$\mathbf{P} $ can arise as the transition matrix from time 0 to time 1 of a continuous-time Markov chain. When the chain is homogeneous, it checks if $ \mathbf{P}=\exp{\mathbf{Q}}$ for a rate matrix $ \mathbf{Q}$ with zero row sums and non-negative off-diagonal elements, called a Markov generator. It is known that a Markov generator may not always exist or be unique. This paper addresses finding $ \mathbf{Q}$, assuming that the process has at most one jump per unit time interval, and focuses on the problem of aligning the conditional one-jump transition matrix from time 0 to time 1 with $ \mathbf{P}$. We derive a formula for this matrix in terms of $ \mathbf{Q}$ and establish that for any $ \mathbf{P}$ with non-zero diagonal entries, a unique $ \mathbf{Q}$, called the ${\unicode{x1D7D9}}$-generator, exists. We compare the ${\unicode{x1D7D9}}$-generator with the one-jump rate matrix from Jarrow, Lando, and Turnbull (1997), showing which is a better approximate Markov generator of $ \mathbf{P}$ in some practical cases.
For a partially specified stochastic matrix, we consider the problem of completing it so as to minimize Kemeny’s constant. We prove that for any partially specified stochastic matrix for which the problem is well defined, there is a minimizing completion that is as sparse as possible. We also find the minimum value of Kemeny’s constant in two special cases: when the diagonal has been specified and when all specified entries lie in a common row.
Let A be an F-central simple algebra of degree $m^2=\prod _{i=1}^k p_i^{2\alpha _i}$ and G be a subgroup of the unit group of A such that $F[G]=A$. We prove that if G is a central product of two of its subgroups M and N, then $F[M]\otimes _F F[N]\cong F[G]$. Also, if G is locally nilpotent, then G is a central product of subgroups $H_i$, where $[F[H_i]:F]=p_i^{2\alpha _i}$, $A=F[G]\cong F[H_1]\otimes _F \cdots \otimes _F F[H_k]$ and $H_i/Z(G)$ is the Sylow $p_i$-subgroup of $G/Z(G)$ for each i with $1\leq i\leq k$. Additionally, there is an element of order $p_i$ in F for each i with $1\leq i\leq k$.
We introduce and study the notion of a generalised Hecke orbit in a Shimura variety. We define a height function on such an orbit and study its properties. We obtain lower bounds for the sizes of Galois orbits of points in a generalised Hecke orbit in terms of this height function, assuming the ‘weakly adelic Mumford–Tate hypothesis’ and prove the generalised André–Pink–Zannier conjecture under this assumption, using Pila–Zannier strategy.
This paper focuses on the fundamental aspects of super-resolution, particularly addressing the stability of super-resolution and the estimation of two-point resolution. Our first major contribution is the introduction of two location-amplitude identities that characterize the relationships between locations and amplitudes of true and recovered sources in the one-dimensional super-resolution problem. These identities facilitate direct derivations of the super-resolution capabilities for recovering the number, location, and amplitude of sources, significantly advancing existing estimations to levels of practical relevance. As a natural extension, we establish the stability of a specific $l_{0}$ minimization algorithm in the super-resolution problem.
The second crucial contribution of this paper is the theoretical proof of a two-point resolution limit in multi-dimensional spaces. The resolution limit is expressed as
$$\begin{align*}\mathscr R = \frac{4\arcsin \left(\left(\frac{\sigma}{m_{\min}}\right)^{\frac{1}{2}} \right)}{\Omega} \end{align*}$$
for ${\frac {\sigma }{m_{\min }}}{\leqslant }{\frac {1}{2}}$, where ${\frac {\sigma }{m_{\min }}}$ represents the inverse of the signal-to-noise ratio (${\mathrm {SNR}}$) and $\Omega $ is the cutoff frequency. It also demonstrates that for resolving two point sources, the resolution can exceed the Rayleigh limit ${\frac {\pi }{\Omega }}$ when the signal-to-noise ratio (SNR) exceeds $2$. Moreover, we find a tractable algorithm that achieves the resolution ${\mathscr {R}}$ when distinguishing two sources.
The walk matrix associated to an $n\times n$ integer matrix $\mathbf{X}$ and an integer vector $b$ is defined by ${\mathbf{W}} \,:\!=\, (b,{\mathbf{X}} b,\ldots, {\mathbf{X}}^{n-1}b)$. We study limiting laws for the cokernel of $\mathbf{W}$ in the scenario where $\mathbf{X}$ is a random matrix with independent entries and $b$ is deterministic. Our first main result provides a formula for the distribution of the $p^m$-torsion part of the cokernel, as a group, when $\mathbf{X}$ has independent entries from a specific distribution. The second main result relaxes the distributional assumption and concerns the ${\mathbb{Z}}[x]$-module structure.
The motivation for this work arises from an open problem in spectral graph theory, which asks to show that random graphs are often determined up to isomorphism by their (generalised) spectrum. Sufficient conditions for generalised spectral determinacy can, namely, be stated in terms of the cokernel of a walk matrix. Extensions of our results could potentially be used to determine how often those conditions are satisfied. Some remaining challenges for such extensions are outlined in the paper.