Results 81 to 90 of about 5,271,349 (211)
Rank inequalities for positive semidefinite matrices [PDF]
Several inequalities relating the rank of a positive semidefinite matrix with the ranks of various principal submatrices are presented. These inequalities are analogous to known determinantal inequalities for positive definite matrices, such as Fischer's
Lundquist, Michael +3 more
core +1 more source
A Quantile Model of Firm Investment
ABSTRACT Are firms risk averse? We propose a dynamic model of firm investment under uncertainty that captures firms' risk attitudes through quantile preferences. The firm maximizes its present value, defined as current profits and investment plus the discounted value of the τ$\tau$‐quantile of its value next period.
Heitor Almeida +3 more
wiley +1 more source
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Moore-Penrose inverse of a hollow symmetric matrix and a predistance matrix
By a hollow symmetric matrix we mean a symmetric matrix with zero diagonal elements. The notion contains those of predistance matrix and Euclidean distance matrix as its special cases.
Kurata Hiroshi, Bapat Ravindra B.
doaj +1 more source
Sparsifying Sums of Positive Semidefinite Matrices
In this paper, we revisit spectral sparsification for sums of arbitrary positive semidefinite (PSD) matrices. Concretely, for any collection of PSD matrices $\mathcal{A} = \{A_1, A_2, \ldots, A_r\} \subset \mathbb{R}^{n \times n}$, given any subset $T \subseteq [r]$, our goal is to find sparse weights $μ\in \mathbb{R}_{\geq 0}^r$ such that $(1 - ε ...
Arpon Basu +3 more
openaire +3 more sources
Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley +1 more source
Certain Positive Semidefinite Matrices of Special Functions [PDF]
Special functions are often defined as a Fourier or Laplace transform of a positive measure, and the positivity of the measure manifests as positive definiteness of certain matrices. The purpose of this expository note is to give a sample of such positive definite matrices to demonstrate this connection for some well-known special functions such as ...
openaire +2 more sources
Characterizing graphs with fully positive semidefinite Q-matrices
6 ...
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ABSTRACT The GTPase KRAS executes a conformational switch between a GTP‐bound active state and a GDP‐bound inactive state, a process central to oncogenic signaling. However, the structural basis of this switching at the level of residue‐contact organization remains incompletely characterized by traditional binary structural models.
Fatma Senguler Ciftci, Burak Erman
wiley +1 more source
A Geometric Mean of Parameterized Arithmetic and Harmonic Means of Convex Functions
The notion of the geometric mean of two positive reals is extended by Ando (1978) to the case of positive semidefinite matrices A and B. Moreover, an interesting generalization of the geometric mean A # B of A and B to convex functions was introduced by ...
Sangho Kum, Yongdo Lim
doaj +1 more source

