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Andrea Ottolini

Publications and source records attributed to Andrea Ottolini.

At least 19 recordsLinked to original sources

Pal's permanent conjecture: proof for block uniform matrices

Consider a symmetric function $\mathcal{C}(x,y)$ on $[0,1]\times[0,1]$ which is twice continuously differentiable up to the boundary, and which satisfies $ \mathcal{C}(x,y)=\mathcal{C}(1-x,1-y)$. Let $A^{(n)} = \big(a^{(n)}_{i,j}\, :\, i,j \in [n]\big)$ be the matrix with entries $a^{(n)}_{i,j}\, =\, \exp(-\mathcal{C}(i/n,j/n))$. Soumik Pal conjectured the asymptotics $$\operatorname{perm}\big(A^{(n)}\big)/n!\sim \exp\big(n \Lambda[\mathcal{C}]\big)/ \sqrt{\mathcal{D}[\mathcal{C}]}$$ as $n \to \infty$ for known functionals that arise naturally in the context of entropy regularized optimal transport. The functional $\Lambda[\mathcal{C}]$ is the known large deviation rate function, already proved rigorously by Sumit Mukherjee. It is $\int_{0}^1 \int_0^{1} (\alpha(x)+\beta(y))\, dx\, dy$ where $\alpha(x)+\beta(y)$ is chosen such that $\rho(x,y) := \exp(-\mathcal{C}(x,y)-\alpha(x)-\beta(y))$ has uniform marginals. The algebraic term $\mathcal{D}[c]$ is given by Peter McCullagh's formula for doubly stochastic matrices: $\operatorname{det}_F(I+J-T^*T)$, the Fredholm determinant, where $I$ is the identity on $L^2([0,1])$, $Jf(x) \equiv \int_{0}^1 f(z)\, dz$ (for all $x$) and $Tf(x) = \int_0^1 \rho(x,y) f(y)\, dy$. We prove the conjecture for functions $\mathcal C$ that are constant on blocks, exploiting a well-known Ross Pinsky's combinatorial decomposition of permutations in blocks.

math.CO

Multidimensional Sorting: Comparative Statics

Characterizing multidimensional sorting problems is notoriously difficult - solutions are known only for a small number of examples. Our main results completely characterize the comparative statics of sorting and earnings with respect to technological change for a general class of multidimensional assignment models. We show that symmetric technological change passes fully into worker earnings, while antisymmetric change results only in reallocation. In general, both margins adjust, with relative importance governed by the complementarity between workers and jobs and their distributions. To quantitatively illustrate our theory, we quantify responses in sorting and earnings to cognitive skill-biased technological change for U.S. data.

econ.GN

Greedy Matching in Optimal Transport with concave cost

We consider the optimal transport problem between a set of $n$ red points and a set of $n$ blue points subject to a concave cost function such as $c(x,y) = \|x-y\|^{p}$ for $0< p < 1$. Our focus is on a particularly simple matching algorithm: match the closest red and blue point, remove them both and repeat. We prove that it provides good results in any metric space $(X,d)$ when the cost function is $c(x,y) = d(x,y)^{p}$ with $0 < p < 1/2$. Empirically, the algorithm produces results that are remarkably close to optimal -- especially as the cost function gets more concave; this suggests that greedy matching may be a good toy model for Optimal Transport for very concave transport cost.

math.CA

Cutoff in total variation for the shelf shuffle

We analyze the mixing time of a popular shuffling machine known as the shelf shuffler. It is a modified version of a $2m$-handed riffle shuffle ($m=10$ in casinos) in which a deck of $n$ cards is split multinomially into $2m$ piles, the even-numbered piles are reversed, and then cards are dropped from piles proportionally to their sizes. We prove that $\frac{5}{4} \log_{2m} n$ shuffles are necessary and sufficient to mix in total variation, and a cutoff occurs with constant window size. We also determine the cutoff profile in terms of the total variation distance between two shifted normal random variables.

math.PR

Hitting times in the stochastic block model

Given a large connected graph $G=(V,E)$, and two vertices $w,\neq v$, let $T_{w,v}$ be the first hitting time to $v$ starting from $w$ for the simple random walk on $G$. We prove a general theorem that guarantees, under some assumptions on $G$, to approximate $\mathbb E[T_{w,v}]$ up to $o(1)$ terms. As a corollary, we derive explicit formulas for the stochastic block model with two communities and connectivity parameters $p$ and $q$, and show that the average hitting times, for fixed $v$ and as $w$ varies, concentrates around four possible values. The proof is purely probabilistic and uses a coupling argument.

math.PR

On the image of graph distance matrices

Let $G=(V,E)$ be a finite, simple, connected, combinatorial graph on $n$ vertices and let $D \in \mathbb{R}^{n \times n}$ be its graph distance matrix $D_{ij} = d(v_i, v_j)$. Steinerberger (J. Graph Theory, 2023) empirically observed that the linear system of equations $Dx =\mathbf{1}$, where $\mathbf{1} = (1,1,\dots, 1)^{T}$, very frequently has a solution (even in cases where $D$ is not invertible). The smallest nontrivial example of a graph where the linear system is not solvable are two graphs on 7 vertices. We prove that, in fact, counterexamples exists for all $n\geq 7$. The construction is somewhat delicate and further suggests that such examples are perhaps rare. We also prove that for Erdős-Rényi random graphs the graph distance matrix $D$ is invertible with high probability. We conclude with some structural results on the Perron-Frobenius eigenvector for a distance matrix.

math.CO

Central limit theorem in complete feedback games

Consider a well-shuffled deck of cards of $n$ different types where each type occurs $m$ times. In a complete feedback game, a player is asked to guess the top card from the deck. After each guess, the top card is revealed to the player and is removed from the deck. The total number of correct guesses in a complete feedback game has attracted significant interest in last few decades. Under different regimes of $m, n$, the expected number of correct guesses, under the greedy (optimal) strategy, has been obtained by various authors, while there are not many results available about the fluctuations. In this paper, we establish a central limit theorem with Berry-Esseen bounds when $m$ is fixed and $n$ is large. Our results extend to the case of decks where different types may have different multiplicity, under suitable assumptions.

math.PR

Concentration of Hitting Times in Erdös-Rényi graphs

We consider Erdős-Rényi graphs $G(n,p)$ for $0 < p < 1$ fixed and $n \rightarrow \infty$ and study the expected number of steps, $H_{wv}$, that a random walk started in $w$ needs to first arrive in $v$. A natural guess is that an Erdős-Rényi random graph is so homogeneous that it does not really distinguish between vertices and $H_{wv} = (1+o(1)) n$. Löwe-Terveer established a CLT for the Mean Starting Hitting Time suggesting $H_{w v} = n \pm \mathcal{O}(\sqrt{n})$. We prove the existence of a strong concentration phenomenon: $H_{w v}$ is given, up to a very small error of size $\lesssim \sqrt{\log{n}}/\sqrt{n}$, by an explicit simple formula involving only the total number of edges $|E|$, the degree of $v$ and the distance $d(v,w)$.

math.PR

On a comparison between absolute and relative self-adjoint extension schemes

The problem of connecting the operator parameters that label the same self-adjoint extension of a given symmetric operator, respectively, within the 'absolute' von Neumann extension scheme and the 'relative' boundary-triplet-induced extension scheme (i.e., a la Kreĭn-Višik-Birman) is discussed, and quantitative connections between the two parameters are established in the limit of deficiency spaces at complex spectral points converging to the deficiency space at a real spectral point.

math.FA

Graph curvature via resistance distance

Let $G=(V,E)$ be a finite, combinatorial graph. We define a notion of curvature on the vertices $V$ via the inverse of the resistance distance matrix. We prove that this notion of curvature has a number of desirable properties. Graphs with curvature bounded from below by $K>0$ have diameter bounded from above. The Laplacian $L=D-A$ satisfies a Lichnerowicz estimate, there is a spectral gap $λ_2 \geq 2K$. We obtain matching two-sided bounds on the maximal commute time between any two vertices in terms of $|E| \cdot |V|^{-1} \cdot K^{-1}$. Moreover, we derive quantitative rates for the mixing time of the corresponding Markov chain and prove a general equilibrium result.

math.CO

Cutoff for a class of auto-regressive models with vanishing additive noise

We analyze the convergence rates for a family of auto-regressive Markov chains $(X^{(n)}_k)_{k\geq 0}$ on $\mathbb R^d$, where at each step a randomly chosen coordinate is replaced by a noisy damped weighted average of the others. The interest in the model comes from the connection with a certain Bayesian scheme introduced by de Finetti in the analysis of partially exchangeable data. Our main result shows that, when $n$ gets large (corresponding to a vanishing noise), a cutoff phenomenon occurs.

math.PR

Guessing cards with complete feedback

We consider the following game that has been used as a way of testing claims of extrasensory perception (ESP). One is given a deck of $mn$ cards comprised of $n$ distinct types each of which appears exactly $m$ times: this deck is shuffled and then cards are discarded from the deck one at a time from top to bottom. At each step, a player (whose psychic powers are being tested) tries to guess the type of the card currently on top, which is then revealed to the player before being discarded. We study the expected number $S_{n,m}$ of correct predictions a player can make: one could always guess the exact same type of card which shows that one can achieve $S_{n,m}>m$. We prove that the optimal (non-psychic) strategy is just slightly better than that and find the first order correction when $n, m$ grows at suitable rates. This is very different from the case where $m$ is fixed and $n$ is large (He & Ottolini) and similar to the case of fixed $n$ and $m$ is large (Graham & Diaconis). The case $m=n$ answers a question of Diaconis.

math.PR

Card guessing and the birthday problem for sampling without replacement

Consider a uniformly random deck consisting of cards labelled by numbers from $1$ through $n$, possibly with repeats. A guesser guesses the top card, after which it is revealed and removed and the game continues. What is the expected number of correct guesses under the best and worst strategies? We establish sharp asymptotics for both strategies. For the worst case, this answers a recent question of Diaconis, Graham, He and Spiro, who found the correct order. As part of the proof, we study the birthday problem for sampling without replacement using Stein's method.

math.PR

Rates of convergence for Gibbs sampling in the analysis of almost exchangeable data

Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample $\mathbf p \in [0,1]^d$ from a distribution with density proportional to $\exp(-A^2\sum_{i<j}c_{ij}(p_i-p_j)^2)$, where $A$ is large and $c_{ij}$'s are non-negative weights. We analyze the rate of convergence of a coordinate Gibbs sampler used to simulate from these measures. We show that for every non-zero fixed matrix $C=(c_{ij})$, and large enough $A$, mixing happens in $Θ(A^2)$ steps in a suitable Wasserstein distance. The upper and lower bounds are explicit and depend on the matrix $C$ through few relevant spectral parameters.

math.PR

Oscillations for order statistics of some discrete processes

Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $λ$. The maximum box count has a counterintuitive behavior: first of all, with high probability it takes at most two values $m_n$ or $m_n+1$, where $m_n$ is roughly $\frac{\ln n}{\ln \ln n}$. Moreover, it oscillates between these two values with an unusual periodicity. In order to prove this statement and various generalizations, it is first shown that for $X_1,...,X_n$ independent and identically distributed discrete random variables with common distribution $F$, under mild conditions, the limiting distribution of their maximum oscillates in three possible families, depending on the tail of the distribution. The result stated at the beginning follows from the equivalence of ensemble for the order statistics in various allocations problems, obtained via conditioning limit theory. Results about the number of ties for the maximum, as well as applications, are also provided.

math.PR

Fractional powers and singular perturbations of quantum differential Hamiltonians

We consider the fractional powers of singular (point-like) perturbations of the Laplacian, and the singular perturbations of fractional powers of the Laplacian, and we compare such two constructions focusing on their perturbative structure for resolvents and on the local singularity structure of their domains. In application to the linear and non-linear Schrödinger equations for the corresponding operators we outline a programme of relevant questions that deserve being investigated.

math.FA

Spectral analysis of the 2+1 fermionic trimer with contact interactions

We qualify the main features of the spectrum of the Hamiltonian of point interaction for a three-dimensional quantum system consisting of three point-like particles, two identical fermions, plus a third particle of different species, with two-body interaction of zero range. For arbitrary magnitude of the interaction, and arbitrary value of the mass parameter (the ratio between the mass of the third particle and that of each fermion) above the stability threshold, we identify the essential spectrum, localise the discrete spectrum and prove its finiteness, qualify the angular symmetry of the eigenfunctions, and prove the increasing monotonicity of the eigenvalues with respect to the mass parameter. We also demonstrate the existence or absence of bound states in the physically relevant regimes of masses.

math-ph

Multiplicity of self-adjoint realisations of the (2+1)-fermionic model of Ter-Martirosyan-- Skornyakov type

We reconstruct the whole family of self-adjoint Hamiltonians of Ter-Martirosyan-- Skornyakov type for a system of two identical fermions coupled with a third particle of different nature through an interaction of zero range. We proceed through an operator-theoretic approach based on the self-adjoint extension theory of Krein, Visik, and Birman. We identify the explicit Krein-Visik-Birman extension parameter as an operator on the "space of charges" for this model (the "Krein space") and we come to formulate a sharp conjecture on the dimensionality of its kernel. Based on our conjecture, for which we also discuss an amount of evidence, we explain the emergence of a multiplicity of extensions in a suitable regime of masses and we reproduce for the first time the previous partial constructions obtained by means of an alternative quadratic form approach.

math-ph