Formally Verified Conditions for Regularity of Interval Matrices

The final publication is available at www.springerlink.comInternational audienceWe propose a formal study of interval analysis that concentrates on theoretical aspects rather than on computational ones. In particular we are interested in conditions for regularity of interval matrices. An interval matrix is called regular if all scalar matrices included in the interval matrix have non-null determinant and it is called singular otherwise. Regularity plays a central role in solving systems of linear interval equations. Several tests for regularity are available and widely used, but sometimes rely on rather involved results, hence the interest in formally verifying such conditions of regularity. In this paper we set the basis for this work: we define intervals, interval matrices and operations on them in the proof assistant Coq, and verify criteria for regularity and singularity of interval matrices

Nonparametric Bayesian methods for one-dimensional diffusion models

In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results

A matrix equation arising in statistical filter theory

Solution of Ricatti differential equation arising in statistical filering and optimal control theor

An Overview of Polynomially Computable Characteristics of Special Interval Matrices

It is well known that many problems in interval computation are intractable, which restricts our attempts to solve large problems in reasonable time. This does not mean, however, that all problems are computationally hard. Identifying polynomially solvable classes thus belongs to important current trends. The purpose of this paper is to review some of such classes. In particular, we focus on several special interval matrices and investigate their convenient properties. We consider tridiagonal matrices, {M,H,P,B}-matrices, inverse M-matrices, inverse nonnegative matrices, nonnegative matrices, totally positive matrices and some others. We focus in particular on computing the range of the determinant, eigenvalues, singular values, and selected norms. Whenever possible, we state also formulae for determining the inverse matrix and the hull of the solution set of an interval system of linear equations. We survey not only the known facts, but we present some new views as well

Metal-insulator transition for the almost Mathieu operator

We prove that for Diophantine \om and almost every \th, the almost Mathieu operator, (H_{\omega,\lambda,\theta}\Psi)(n)=\Psi(n+1) + \Psi(n-1) + \lambda\cos 2\pi(\omega n +\theta)\Psi(n), exhibits localization for \lambda > 2 and purely absolutely continuous spectrum for \lambda < 2. This completes the proof of (a correct version of) the Aubry-Andr\'e conjecture.Comment: 17 pages, published versio