The solvability of two linear matrix equations

The solvability conditions of the following two linear matrix equations (i)A₁X₁B₁+A₂X₂B₂+A₃X₃B₃=C,(ii) A₁XB₁=C₁A₂XB₂=C₂ are established using ranks and generalized inverses of matrices. In addition, the duality of the three types of matrix equations

(iii) A₁X₁B₁+A₂X₂B₂+A₃X₃B₃+A₄X₄B₄=C, (iv) A₁XB₁=C₁A₂XB₂=C₂A₃XB₃=C₃A₄XB₄=C₄, (v) AXB+CXD=E are also considered.     

Direct fail-proof triangularization algorithms for AX + XB = C with Error-Free and parallel implementations

Two 0(mn³) inversion-free direct algorithms to compute a solution of the linear system AX +XB = C by triangularizing a Hessenberg matrix are presented. Without any loss of generality the matrix A is assumed upper Hessenberg and the order m of A the order n of B. The algorithms have an in-built consistency check, are capable of pruning redundant rows and converting the resulting matrix into a full row rank matrix, and permit A and —B to be any square matrices with common or distinct eigenvalues. In addition, these algorithms can also solve the homogeneous system AX +XB = 0 (null matrix C). An error-free implementation of the solution X using multiple modulus residue arithmetic as well as a parallelization of the algorithms is discussed.     

Some explicit formulas for the polynomial decomposition of the matrix exponential and applications

This paper is devoted to the study of some formulas for polynomial decomposition of the exponential of a square matrix A. More precisely, we suppose that the minimal polynomial M_A(X) of A is known and has degree m. Therefore, e^tA is given in terms of P₀(A),…,P_m−1(A), where the P_j(A) are polynomials in A of degree less than m, and some explicit analytic functions. Examples and applications are given. In particular, the two cases m=5 and m=6 are considered.     

Additive Maps Preserving Nilpotent Perturbation of Scalars

Let X be a Banach space over F(= R or C) with dimension greater than 2. Let N(X) be the set of all nilpotent operators and B_0(X) the set spanned by N(X). We give a structure result to the additive maps on FI + B_0(X) that preserve rank-1 perturbation of scalars in both directions. Based on it, a characterization of surjective additive maps on FI + B_0(X) that preserve nilpotent perturbation of scalars in both directions are obtained. Such a map Φ has the form either Φ(T) = cAT A~(-1)+ φ(T)I for all T ∈ FI + B_0(X) or Φ(T) = cAT*A~(-1)+ φ(T)I for all T ∈ FI + B_0(X), where c is a nonzero scalar,A is a τ-linear bijective transformation for some automorphism τ of F and φ is an additive functional.In addition, if dim X = ∞, then A is in fact a linear or conjugate linear invertible bounded operator.     

A two-sided estimate in the Hsu-Robbins-Erdös law of large numbers

Let X₁, X₂, … be independent identically distributed random variables. Then, Hsu and Robbins (1947) together with Erdös (1949, 1950) have proved that

,

if and only if E[X²₁] < ∞ and E[X₁] = 0. We prove that there are absolute constants C₁, C₂ (0, ∞) such that if X₁, X₂, … are independent identically distributed mean zero random variables, then

c₁λ⁻² E[X₁²·1_{|X1|λ}]S(λ)C₂λ⁻² E[X₁²·1_{|X1|λ}]

,

for every λ > 0.     

Ranks of Solutions of the Matrix Equation AXB = C

The purpose of this article is to solve two problems related to solutions of a consistent complex matrix equation AXB = C : (I) the maximal and minimal ranks of solution to AXB = C , and (II) the maximal and minimal ranks of two real matrices X ₀ and X ₁ in solution X = X ₀ + iX ₁ to AXB = C . As applications, the maximal and minimal ranks of two real matrices C and D in generalized inverse (A + iB)^- = C + iD of a complex matrix A + iB are also examined.     

A characterization on n-critical economical generalized tic-tac-toe games

There is a so called generalized tic-tac-toe game playing on a finite set X with winning sets A₁, A₂,…, A_m. Two players, F and S, take in turn a previous untaken vertex of X, with F going first. The one who takes all the vertices of some winning set first wins the game. Erd s and Selfridge proved that if |A₁|=|A₂|==|A_m|=n and m<2ⁿ⁻¹, then the game is a draw. This result is best possible in the sense that once m=2ⁿ⁻¹, then there is a family A₁, A₂,…, A_m so that F can win. In this paper we characterize all those sets A₁,…, A_2n−1 so that F can win in exactly n moves. We also get similar result in the biased games.     

The kernels of irreducible representations of the general linear group

A derivation for the kernel of the irreducible representation T_(λ) of the general linear group GL_n(C) is given. This is then applied to the problem of determining necessary and sufficient conditions under which T_(λ)(A) = T_(λ)(B), where A and B are linear transformations, not necessarily invertible. Finally, conditions are obtained under which normality of T_(λ)(A) implies normality of A.     

A theorem of the alternatives for the equation Ax + B|x| = b

The following theorem is proved: given square matrices A, D of the same size, D nonnegative, then either the equation Ax + B|x| = b has a unique solution for each B with |B| ≤ D and for each b, or the equation Ax + B₀|x| = 0 has a nontrivial solution for some matrix B₀ of a very special form, |B₀| ≤ D; the two alternatives exclude each other. Some consequences of this result are drawn. In particular, we define a λ to be an absolute eigenvalue of A if |Ax| = λ|x| for some x ≠ 0, and we prove that each square real matrix has an absolute eigenvalue.     

Efficient robust estimation of parameter in the random censorship model

For an open set Θ of ^k, let \s{P_θ: θ Θ\s} be a parametric family of probabilities modeling the distribution of i.i.d. random variables X₁,…, X_n. Suppose X_i's are subject to right censoring and one is only able to observe the pairs (min(X_i, Y_i), [X_i Y_i]), i = 1,…, n, where [A] denotes the indicator function of the event A, Y₁,…, Y_n are independent of X₁,…, X_n and i.i.d. with unknown distribution Q₀. This paper investigates estimation of the value θ that gives a fitted member of the parametric family when the distributions of X₁ and Y₁ are subject to contamination. The constructed estimators are adaptive under the semi-parametric model and robust against small contaminations: they achieve a lower bound for the local asymptotic minimax risk over Hellinger neighborhoods, in the Hájel—Le Cam sense. The work relies on Beran (1981). The construction employs some results on product-limit estimators.     

Generalized equivalence of pairs of matrices

Pairs (A₁B₁) and (A₂B₂) of matrices over a principal ideal domain R are called the generalized equivalent pairs if A₂=UA₁V₁B₂=UB₁V₂ for some invertible matrices UV₁V₂ over R. A special form is established to which a pair of matrices can be reduced by means of generalized equivalent transformations. Besides necessary and sufficient conditions are found, under which a pair of matrices is generalized equivalent to a pair of diagonal matrices. Applications are made to study the divisibility of matrices and multiplicative property of the Smith normal form.     

Flawless 0-sequences and Hilbert functions of Cohen-Macaulay integral domains

Let A = A₀A₁ be a commutative graded ring such that (i) A₀ = k a field, (ii) A = k[A₁] and (iii) dim_k A₁ < ∞. It is well known that the formal power series ∑^∞_{n = 0} (dim_kA_n)λ ⁿ is of the form (h₀ + h₁λ + + h_sλ^s)/(1 − λ)^dimA with each h_iε . We are interested in the sequence (h₀, h₁,…,h_s), called the h-vector of A, when A is a Cohen–Macaulay integral domain. In this paper, after summarizing fundamental results (Section 1), we study h-vectors of certain Gorenstein domains (Section 2) and find some examples of h-vectors arising from integrally closed level domains (Sections 3 and 4).     

Cases of equality for the spectral norm submultiplicativity of the hadamard product

In this note, we characterize those pairs of nonzero r-by-d complex matrices that satisfy N₂(A ∘ B) = N₂(A)N₂(B), in which N₂(·) is the spectral norm and · is the Hadamard product.     

Complementarity forms of theorems of Lyapunov and Stein, and related results

The well-known Lyapunov's theorem in matrix theory / continuous dynamical systems asserts that a (complex) square matrix A is positive stable (i.e., all eigenvalues lie in the open right-half plane) if and only if there exists a positive definite matrix X such that AX+XA^* is positive definite. In this paper, we prove a complementarity form of this theorem: A is positive stable if and only if for any Hermitian matrix Q, there exists a positive semidefinite matrix X such that AX+XA^*+Q is positive semidefinite and X[AX+XA^*+Q]=0. By considering cone complementarity problems corresponding to linear transformations of the form I−S, we show that a (complex) matrix A has all eigenvalues in the open unit disk of the complex plane if and only if for every Hermitian matrix Q, there exists a positive semidefinite matrix X such that X−AXA^*+Q is positive semidefinite and X[X−AXA^*+Q]=0. By specializing Q (to −I), we deduce the well known Stein's theorem in discrete linear dynamical systems: A has all eigenvalues in the open unit disk if and only if there exists a positive definite matrix X such that X−AXA^* is positive definite.     

First passage time for some stationary processes

For a 1-dependent stationary sequence {X_n} we first show that if u satisfies p₁=p₁(u)=P(X₁>u)0.025 and n>3 is such that 88np₁³1, then

P{max(X₁,…,X_n)u}=ν·μⁿ+O{p₁³(88n(1+124np₁³)+561)}, n>3,

where

ν=1−p₂+2p₃−3p₄+p₁²+6p₂²−6p₁p₂,μ=(1+p₁−p₂+p₃−p₄+2p₁²+3p₂²−5p₁p₂)⁻¹

with

p_k=p_k(u)=P{min(X₁,…,X_k)>u}, k1

and

|O(x)||x|.

From this result we deduce, for a stationary T-dependent process with a.s. continuous path {Y_s}, a similar, in terms of P{max_0skTY_s<u}, k=1,2 formula for P{max_0stY_su}, t>3T and apply this formula to the process Y_s=W(s+1)−W(s), s0, where {W(s)} is the Wiener process. We then obtain numerical estimations of the above probabilities.     

Flat portions on the boundary of the numerical ranges of certain Toeplitz matrices

We give criterions for a flat portion to exist on the boundary of the numerical range of a matrix. A special type of Teoplitz matrices with flat portions on the boundary of its numerical range are constructed. We show that there exist 2 × 2 nilpotent matrices A₁,A₂, an n  × n nilpotent Toeplitz matrix N_n, and an n  × n cyclic permutation matrix S_n(s) such that the numbers of flat portions on the boundaries of W(A₁⊕N_n) and W(A₂⊕S_n(s)) are, respectively, 2(n - 2) and 2n.     

Strong 3-commutativity preserving maps on standard operator algebras

Let X be a Banach space of dimension ≥ 2 over the real or complex field F and A a standard operator algebra in B(X). A map Φ :A →A is said to be strong 3-commutativity preserving if [Φ(A), Φ(B)]3 = [A,B]3 for all A,B∈ A, where[A,B]3 is the 3-commutator of A,B defined by[A, B]3 = [[[A, B],B],B] with [A,B] = AB-BA. The main result in this paper is shown that.,if Φ is a surjective map on A, then Φ is strong 3-commutativity preserving if and only if there exist a functional h : A →F and a scalar λ∈ F with λ~4 = 1 such that Φ(A)=λ A+h(A)I for all A ∈ A.     

The consistency of a non-linear least squares estimator from diffusion processes

Consider the following Itô stochastic differential equation dX(t) = ƒ(θ⁰, X(t)) dt + dW(t), where (W(t), t 0), is a standard Wiener process in R^N. On the basis of discrete data 0 = t₀ < t₁ < …<t_n = T; X(t₁),...,X(t_n) we would like to estimate the parameter θ⁰. We shall define the least squares estimator and show that under some regularity conditions, is strongly consistent.