## 33 Citations

Correlation Matrices with the Perron-Frobenius Property

- Economics
- 2014

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

- Mathematics
- 2018

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

- Computer ScienceArXiv
- 2017

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.

A generalised comparison principle for the Monge-Amp\`ere equation and the pressure in 2D fluid flows

- Mathematics
- 2016

Positive recurrence and transience of a two-station network with server states

- Mathematics
- 2013

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

- EconomicsSSRN Electronic Journal
- 2021

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

- Mathematics
- 2019

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

- Geology, Physics
- 2019

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

- Mathematics
- 2019

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

- MathematicsBernoulli
- 2019

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…