On the max-algebraic core of a nonnegative matrix

The max-algebraic core of a nonnegative matrix is the intersection of column spans of all max-algebraic matrix powers. Here we investigate the action of a matrix on its core. Being closely related to ultimate periodicity of matrix powers, this study leads us to new modifications and geometric characterizations of robust, orbit periodic and weakly stable matrices.Comment: 27 page

On the Complexity of Finding a Sun in a Graph

The sun is the graph obtained from a cycle of length even and at least six by adding edges to make the even-indexed vertices pairwise adjacent. Suns play an important role in the study of strongly chordal graphs. A graph is chordal if it does not contain an induced cycle of length at least four. A graph is strongly chordal if it is chordal and every even cycle has a chord joining vertices whose distance on the cycle is odd. Farber proved that a graph is strongly chordal if and only if it is chordal and contains no induced suns. There are well known polynomial-time algorithms for recognizing a sun in a chordal graph. Recently, polynomial-time algorithms for finding a sun for a larger class of graphs, the so-called HHD-free graphs (graphs containing no house, hole, or domino), have been discovered. In this paper, we prove the problem of deciding whether an arbitrary graph contains a sun is NP-complete

Identifying States of a Financial Market

The understanding of complex systems has become a central issue because complex systems exist in a wide range of scientific disciplines. Time series are typical experimental results we have about complex systems. In the analysis of such time series, stationary situations have been extensively studied and correlations have been found to be a very powerful tool. Yet most natural processes are non-stationary. In particular, in times of crisis, accident or trouble, stationarity is lost. As examples we may think of financial markets, biological systems, reactors or the weather. In non-stationary situations analysis becomes very difficult and noise is a severe problem. Following a natural urge to search for order in the system, we endeavor to define states through which systems pass and in which they remain for short times. Success in this respect would allow to get a better understanding of the system and might even lead to methods for controlling the system in more efficient ways. We here concentrate on financial markets because of the easy access we have to good data and because of the strong non-stationary effects recently seen. We analyze the S&P 500 stocks in the 19-year period 1992-2010. Here, we propose such an above mentioned definition of state for a financial market and use it to identify points of drastic change in the correlation structure. These points are mapped to occurrences of financial crises. We find that a wide variety of characteristic correlation structure patterns exist in the observation time window, and that these characteristic correlation structure patterns can be classified into several typical "market states". Using this classification we recognize transitions between different market states. A similarity measure we develop thus affords means of understanding changes in states and of recognizing developments not previously seen.Comment: 9 pages, 8 figure

Evolutionary instability of Zero Determinant strategies demonstrates that winning isn't everything

Zero Determinant (ZD) strategies are a new class of probabilistic and conditional strategies that are able to unilaterally set the expected payoff of an opponent in iterated plays of the Prisoner's Dilemma irrespective of the opponent's strategy, or else to set the ratio between a ZD player's and their opponent's expected payoff. Here we show that while ZD strategies are weakly dominant, they are not evolutionarily stable and will instead evolve into less coercive strategies. We show that ZD strategies with an informational advantage over other players that allows them to recognize other ZD strategies can be evolutionarily stable (and able to exploit other players). However, such an advantage is bound to be short-lived as opposing strategies evolve to counteract the recognition.Comment: 14 pages, 4 figures. Change in title (again!) to comply with Nature Communications requirements. To appear in Nature Communication

Does dark matter consist of baryons of new stable family quarks?

We investigate the possibility that the dark matter consists of clusters of the heavy family quarks and leptons with zero Yukawa couplings to the lower families. Such a family is predicted by the {\it approach unifying spin and charges} as the fifth family. We make a rough estimation of properties of baryons of this new family members, of their behaviour during the evolution of the universe and when scattering on the ordinary matter and study possible limitations on the family properties due to the cosmological and direct experimental evidences.Comment: 28 pages, revtex, submitted to Phys. Rev. Let

X-simple image eigencones of tropical matrices

We investigate max-algebraic (tropical) one-sided systems $A\otimes x=b$ where $b$ is an eigenvector and $x$ lies in an interval $X$. A matrix $A$ is said to have $X$-simple image eigencone associated with an eigenvalue $\lambda$, if any eigenvector $x$ associated with $\lambda$ and belonging to the interval $X$ is the unique solution of the system $A\otimes y=\lambda x$ in $X$. We characterize matrices with $X$-simple image eigencone geometrically and combinatorially, and for some special cases, derive criteria that can be efficiently checked in practice.Comment: 25 page

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate $(n/\log n)^{-p/(2p+d)}$ of Stone (1982), where $d$ is the number of regressors and $p$ is the smoothness of the regression function. The optimal rate is achieved even for heavy-tailed martingale difference errors with finite $(2+(d/p))$th absolute moment for $d/p<2$. We also establish the asymptotic normality of t statistics for possibly nonlinear, irregular functionals of the conditional mean function under weak conditions. The results are proved by deriving a new exponential inequality for sums of weakly dependent random matrices, which is of independent interest.Comment: forthcoming in Journal of Econometric