Matrix Analysis: Preface to the Second Edition

  title={Matrix Analysis: Preface to the Second Edition},
  author={Roger A. Horn and Charles R. Johnson},
Correlation Matrices with the Perron-Frobenius Property
The first principal component of stock returns is often identified with the market factor. If this portfolio is to represent the market portfolio, then all its weights must be positive. From the
Bounds on the sum of minimum semidefinite rank of a graph and its complement
The minimum semi-definite rank (msr) of a graph is the minimum rank among all positive semi-definite matrices associated to the graph. The graph complement conjecture gives an upper bound for the sum
Distributed interaction between computer virus and patch: A modeling study
A new virus-patch interacting model, which is known as the genericSIPS model, is proposed, which subsumes the linear SIPS model and can be adopted as a standard model for assessing the performance of the distributed patch distribution mechanism, provided the proper conditions are satisfied.
Positive recurrence and transience of a two-station network with server states
We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this
Model Complexity, Expectations, and Asset Prices
This paper analyzes how limits to the complexity of statistical models used by market participants can shape asset prices. We consider an economy in which agents can only entertain models with at
Spectral properties for a type of heptadiagonal symmetric matrices
In this paper we express the eigenvalues of a sort of real heptadiagonal symmetric matrices as the zeros of explicit rational functions establishing upper and lower bounds for each of them. From
Interpolation and Integration of Phase Space Density for Estimation of Fragmentation Cloud Distribution
To calculate the effects of on-orbit fragmentations on current or future space missions, accurate estimates of the fragment density and its time evolution are required. Current operational tools
On the spectral properties of real anti-tridiagonal Hankel matrices
In this paper we express the eigenvalues of real anti-tridiagonal Hankel matrices as the zeros of given rational functions. We still derive eigenvectors for these structured matrices at the expense
Construction of marginally coupled designs by subspace theory
Recent researches on designs for computer experiments with both qualitative and quantitative factors have advocated the use of marginally coupled designs. This paper proposes a general method of