Asymptotic properties of eigenmatrices of a large sample covariance matrix

Let $S_n=\frac{1}{n}X_nX_n^*$ where $X_n=\{X_{ij}\}$ is a $p\times n$ matrix with i.i.d. complex standardized entries having finite fourth moments. Let $Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)=\sqrt{p}({\mathbf {x}}_n(\mathbf {t}_1)^*(S_n+\sigma I)^{-1}{\mathbf {x}}_n(\mathbf {t}_2)-{\mathbf {x}}_n(\mathbf {t}_1)^*{\mathbf {x}}_n(\mathbf {t}_2)m_n(\sigma))$ in which $\sigma>0$ and $m_n(\sigma)=\int\frac{dF_{y_n}(x)}{x+\sigma}$ where $F_{y_n}(x)$ is the Mar\v{c}enko--Pastur law with parameter $y_n=p/n$; which converges to a positive constant as $n\to\infty$, and ${\mathbf {x}}_n(\mathbf {t}_1)$ and ${\mathbf {x}}_n(\mathbf {t}_2)$ are unit vectors in ${\Bbb{C}}^p$, having indices $\mathbf {t}_1$ and $\mathbf {t}_2$, ranging in a compact subset of a finite-dimensional Euclidean space. In this paper, we prove that the sequence $Y_n(\mathbf {t}_1,\mathbf {t}_2,\sigma)$ converges weakly to a $(2m+1)$-dimensional Gaussian process. This result provides further evidence in support of the conjecture that the distribution of the eigenmatrix of $S_n$ is asymptotically close to that of a Haar-distributed unitary matrix.Comment: Published in at http://dx.doi.org/10.1214/10-AAP748 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Algebraic techniques in designing quantum synchronizable codes

Quantum synchronizable codes are quantum error-correcting codes that can correct the effects of quantum noise as well as block synchronization errors. We improve the previously known general framework for designing quantum synchronizable codes through more extensive use of the theory of finite fields. This makes it possible to widen the range of tolerable magnitude of block synchronization errors while giving mathematical insight into the algebraic mechanism of synchronization recovery. Also given are families of quantum synchronizable codes based on punctured Reed-Muller codes and their ambient spaces.Comment: 9 pages, no figures. The framework presented in this article supersedes the one given in arXiv:1206.0260 by the first autho

Non-preemptive Scheduling in a Smart Grid Model and its Implications on Machine Minimization

We study a scheduling problem arising in demand response management in smart grid. Consumers send in power requests with a flexible feasible time interval during which their requests can be served. The grid controller, upon receiving power requests, schedules each request within the specified interval. The electricity cost is measured by a convex function of the load in each timeslot. The objective is to schedule all requests with the minimum total electricity cost. Previous work has studied cases where jobs have unit power requirement and unit duration. We extend the study to arbitrary power requirement and duration, which has been shown to be NP-hard. We give the first online algorithm for the general problem, and prove that the problem is fixed parameter tractable. We also show that the online algorithm is asymptotically optimal when the objective is to minimize the peak load. In addition, we observe that the classical non-preemptive machine minimization problem is a special case of the smart grid problem with min-peak objective, and show that we can solve the non-preemptive machine minimization problem asymptotically optimally

Relativistic Modification of the Gamow Factor

In processes involving Coulomb-type initial- and final-state interactions, the Gamow factor has been traditionally used to take into account these additional interactions. The Gamow factor needs to be modified when the magnitude of the effective coupling constant increases or when the velocity increases. For the production of a pair of particles under their mutual Coulomb-type interaction, we obtain the modification of the Gamow factor in terms of the overlap of the Feynman amplitude with the relativistic wave function of the two particles. As a first example, we study the modification of the Gamow factor for the production of two bosons. The modification is substantial when the coupling constant is large.Comment: 13 pages, in LaTe