Average mixing matrix of trees

We investigate the rank of the average mixing matrix of trees, with all eigenvalues distinct. The rank of the average mixing matrix of a tree on $n$ vertices with $n$ distinct eigenvalues is upper-bounded by $\frac{n}{2}$. Computations on trees up to $20$ vertices suggest that the rank attains this upper bound most of the times. We give an infinite family of trees whose average mixing matrices have ranks which are bounded away from this upper bound. We also give a lower bound on the rank of the average mixing matrix of a tree.Comment: 18 pages, 2 figures, 3 table

Ubiquity of synonymity: almost all large binary trees are not uniquely identified by their spectra or their immanantal polynomials

There are several common ways to encode a tree as a matrix, such as the adjacency matrix, the Laplacian matrix (that is, the infinitesimal generator of the natural random walk), and the matrix of pairwise distances between leaves. Such representations involve a specific labeling of the vertices or at least the leaves, and so it is natural to attempt to identify trees by some feature of the associated matrices that is invariant under relabeling. An obvious candidate is the spectrum of eigenvalues (or, equivalently, the characteristic polynomial). We show for any of these choices of matrix that the fraction of binary trees with a unique spectrum goes to zero as the number of leaves goes to infinity. We investigate the rate of convergence of the above fraction to zero using numerical methods. For the adjacency and Laplacian matrices, we show that that the {\em a priori} more informative immanantal polynomials have no greater power to distinguish between trees

Limit laws of estimators for critical multi-type Galton-Watson processes

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton-Watson process, as the sample size increases to infinity. The asymptotics of additive functions of trees, such as sizes of trees and frequencies of types within trees, a higher-order asymptotic of the ``relative frequency'' estimator of the left eigenvector of the mean matrix, a higher-order joint asymptotic of the maximum likelihood estimators of the offspring probabilities and the consistency of an estimator of the right eigenvector of the mean matrix, are established.Comment: Published at http://dx.doi.org/10.1214/105051604000000521 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Correlation, hierarchies, and networks in financial markets

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tree obtained from a correlation matrix. The information retained in filtering procedures and its stability with respect to statistical fluctuations is quantified by using the Kullback-Leibler distance.Comment: 37 pages, 9 figures, 3 table

Transfer matrix for spanning trees, webs and colored forests

We use the transfer matrix formalism for dimers proposed by Lieb, and generalize it to address the corresponding problem for arrow configurations (or trees) associated to dimer configurations through Temperley's correspondence. On a cylinder, the arrow configurations can be partitioned into sectors according to the number of non-contractible loops they contain. We show how Lieb's transfer matrix can be adapted in order to disentangle the various sectors and to compute the corresponding partition functions. In order to address the issue of Jordan cells, we introduce a new, extended transfer matrix, which not only keeps track of the positions of the dimers, but also propagates colors along the branches of the associated trees. We argue that this new matrix contains Jordan cells.Comment: 29 pages, 7 figure

A New Matrix-Tree Theorem

The classical Matrix-Tree Theorem allows one to list the spanning trees of a graph by monomials in the expansion of the determinant of a certain matrix. We prove that in the case of three-graphs (that is, hypergraphs whose edges have exactly three vertices) the spanning trees are generated by the Pfaffian of a suitably defined matrix. This result can be interpreted topologically as an expression for the lowest order term of the Alexander-Conway polynomial of an algebraically split link. We also prove some algebraic properties of our Pfaffian-tree polynomial.Comment: minor changes, 29 pages, version accepted for publication in Int. Math. Res. Notice