Results 1  10
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2,077
Grounding in communication
 In
, 1991
"... We give a general analysis of a class of pairs of positive selfadjoint operators A and B for which A + XB has a limit (in strong resolvent sense) as h10 which is an operator A, # A! Recently, Klauder [4] has discussed the following example: Let A be the operator(d2/A2) + x2 on L2(R, dx) and let ..."
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Cited by 862 (19 self)
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We give a general analysis of a class of pairs of positive selfadjoint operators A and B for which A + XB has a limit (in strong resolvent sense) as h10 which is an operator A, # A! Recently, Klauder [4] has discussed the following example: Let A be the operator(d2/A2) + x2 on L2(R, dx) and let B = 1 x 1s. The eigenvectors and eigenvalues of A are, of course, well known to be the Hermite functions, H,(x), n = 0, l,... and E, = 2n + 1. Klauder then considers the eigenvectors of A + XB (A> 0) by manipulations with the ordinary differential equation (we consider the domain questions, which Klauder ignores, below). He finds that the eigenvalues E,(X) and eigenvectors &(A) do not converge to 8, and H, but rather AO) + (en 4 Ho+, J%(X)+ gn+1 I n = 0, 2,..., We wish to discuss in detail the general phenomena which Klauder has uncovered. We freely use the techniques of quadratic forms and strong resolvent convergence; see e.g. [3], [5]. Once one decides to analyze Klauder’s phenomenon in the language of quadratic forms, the phenomenon is quite easy to understand and control. In fact, the theory is implicit in Kato’s book [3, VIII.31.
Stochastic Perturbation Theory
, 1988
"... . In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variatio ..."
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Cited by 678 (33 self)
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. In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variation in the perturbed quantity. Up to the higherorder terms that are ignored in the expansion, these statistics tend to be more realistic than perturbation bounds obtained in terms of norms. The technique is applied to a number of problems in matrix perturbation theory, including least squares and the eigenvalue problem. Key words. perturbation theory, random matrix, linear system, least squares, eigenvalue, eigenvector, invariant subspace, singular value AMS(MOS) subject classifications. 15A06, 15A12, 15A18, 15A52, 15A60 1. Introduction. Let A be a matrix and let F be a matrix valued function of A. Two principal problems of matrix perturbation theory are the following. Given a matrix E, pr...
Matrix Polynomials
, 1982
"... Abstract. The pseudospectra of a matrix polynomial P (λ) are sets of complex numbers that are eigenvalues of matrix polynomials which are near to P (λ), i.e., their coefficients are within some fixed magnitude of the coefficients of P (λ). Pseudospectra provide important insights into the sensitivit ..."
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Cited by 229 (5 self)
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Abstract. The pseudospectra of a matrix polynomial P (λ) are sets of complex numbers that are eigenvalues of matrix polynomials which are near to P (λ), i.e., their coefficients are within some fixed magnitude of the coefficients of P (λ). Pseudospectra provide important insights into the sensitivity of eigenvalues under perturbations, and have several applications. First, qualitative properties concerning boundedness and connected components of pseudospectra are obtained. Then an accurate continuation algorithm for the numerical determination of the boundary of pseudospectra of matrix polynomials is devised and illustrated. This algorithm is based on a predictioncorrection scheme.
Operators with singular continuous spectrum, IV: Hausdorff dimensions, rank one pertubations, and localization
 J. Anal. Math
, 1996
"... Abstract. For an operator, A, with cyclic vector ϕ, we study A + λP where P is the rank one projection onto multiples of ϕ. If [α, β] ⊂ spec(A) andA has no a.c. spectrum, we prove that A + λP has purely singular continuous spectrum on (α, β) for a dense Gδ of λ’s. The subject of rank one perturbati ..."
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Cited by 147 (32 self)
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Abstract. For an operator, A, with cyclic vector ϕ, we study A + λP where P is the rank one projection onto multiples of ϕ. If [α, β] ⊂ spec(A) andA has no a.c. spectrum, we prove that A + λP has purely singular continuous spectrum on (α, β) for a dense Gδ of λ’s. The subject of rank one perturbations of selfadjoint operators and the closely related issue of the boundary condition dependence of SturmLiouville operators on [0, ∞) has a long history. We’re interested here in the connection with BorelStieltjes transforms of measures (Im z>0):
Some Applications of Laplace Eigenvalues of Graphs
 GRAPH SYMMETRY: ALGEBRAIC METHODS AND APPLICATIONS, VOLUME 497 OF NATO ASI SERIES C
, 1997
"... In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of ..."
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Cited by 98 (0 self)
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In the last decade important relations between Laplace eigenvalues and eigenvectors of graphs and several other graph parameters were discovered. In these notes we present some of these results and discuss their consequences. Attention is given to the partition and the isoperimetric properties of graphs, the maxcut problem and its relation to semidefinite programming, rapid mixing of Markov chains, and to extensions of the results to infinite graphs.
Regularized estimation of large covariance matrices
 Ann. Statist
, 2008
"... This paper considers estimating a covariance matrix of p variables from n observations by either banding or tapering the sample covariance matrix, or estimating a banded version of the inverse of the covariance. We show that these estimates are consistent in the operator norm as long as (log p)/n → ..."
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Cited by 95 (13 self)
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This paper considers estimating a covariance matrix of p variables from n observations by either banding or tapering the sample covariance matrix, or estimating a banded version of the inverse of the covariance. We show that these estimates are consistent in the operator norm as long as (log p)/n → 0, and obtain explicit rates. The results are uniform over some fairly natural wellconditioned families of covariance matrices. We also introduce an analogue of the Gaussian white noise model and show that if the population covariance is embeddable in that model and wellconditioned, then the banded approximations produce consistent estimates of the eigenvalues and associated eigenvectors of the covariance matrix. The results can be extended to smooth versions of banding and to nonGaussian distributions with sufficiently short tails. A resampling approach is proposed for choosing the banding parameter in practice. This approach is illustrated numerically on both simulated and real data. 1. Introduction. Estimation
The Classical Moment Problem as a SelfAdjoint Finite Difference Operator
, 1998
"... This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix and convergence of Pade approximants appears as the strong r ..."
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Cited by 95 (7 self)
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This is a comprehensive exposition of the classical moment problem using methods from the theory of finite difference operators. Among the advantages of this approach is that the Nevanlinna functions appear as elements of a transfer matrix and convergence of Pade approximants appears as the strong resolvent convergence of finite matrix approximations to a Jacobi matrix. As a bonus of this, we obtain new results on the convergence of certain Pade approximants for series of Hamburger.
Analysis of some Krylov subspace approximations to the matrix exponential operator
 SIAM J. Numer. Anal
, 1992
"... Abstract. In this note we present a theoretical analysis of some Krylov subspace approximations to the matrix exponential operation exp(A)v and establish a priori and a posteriori error estimates. Several such approximations are considered. The main idea of these techniques is to approximately proje ..."
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Cited by 89 (7 self)
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Abstract. In this note we present a theoretical analysis of some Krylov subspace approximations to the matrix exponential operation exp(A)v and establish a priori and a posteriori error estimates. Several such approximations are considered. The main idea of these techniques is to approximately project the exponential operator onto a small Krylov subspace and carry out the resulting small exponential matrix computation accurately. This general approach, which has been used with success in several applications, provides a systematic way of defining high order explicittype schemes for solving systems of ordinary differential equations or timedependent Partial Differential Equations. 1. Introduction. The