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Ludovick Bouthat

Publications and source records attributed to Ludovick Bouthat.

18 recordsLinked to original sources

A Finite-order Characterization of Entrywise Positivity Preservers

Fix $I = (0,ρ)$, where $0<ρ\leq\infty$, and let $\mathbb{P}_n(I)$ be the set of positive semidefinite $n\times n$ matrices with entries in $I$. A longstanding problem in matrix theory is to characterize the functions $f: I \to \mathbb{R}$ for which the entrywise calculus $f[A] = [f(a_{ij})]_{i,j = 1}^{n}$ preserves positive semidefiniteness for all $A \in \mathbb{P}_n(I)$. We characterize these functions exactly: if $f\in C^{2n-2}(I)$ and $\mathcal{E} = x\frac{d}{dx}$, then this holds if and only if $$ f^{(k)}(x)\geq 0 \quad (0\leq k\leq n-1) \qquad\text{and}\qquad \bigl[\mathcal{E}^{i+j}f(x)\bigr]_{i,j = 0}^{n-1}\succeq 0 $$ for every $x\in I$. Regularization then removes all a priori smoothness: for $n\geq2$, every preserver belongs to $C^{2n-4}(I)$ and the same characterization holds by interpreting the last two derivatives in the sense of distributions. As applications, we recover classical results of FitzGerald--Horn and Vasudeva, and obtain a complete classification of generalized polynomials with prescribed real exponents and arbitrary coefficients. We also determine optimal constants in entrywise domination inequalities under finite regularity, extend the sharp finite-sum thresholds of Belton--Guillot--Khare--Putinar and Khare--Tao to positive mixtures of powers, and answer a question of Khare and Tao by showing that no finite collection of matrices with entries strictly inside $I$ can detect positivity preservation on $\mathbb{P}_n(I)$.

math.CA↗

The sharp constant in the Mashreghi-Ransford inequality

Let $(a_n)_{n\geq0}$ be a sequence of complex numbers, and define \[ b_n=\sum_{k=0}^n \binom{n}{k} a_k, \qquad c_n=\sum_{k=0}^n \binom{n}{k}(-1)^{n-k}a_k. \] Let $β>1$, put $α=\sqrt{β^2-1}$, and suppose that $b_n,c_n=O(β^n)$. Mashreghi and Ransford proved that \[ \limsup_{n\to\infty}\frac{|a_n|}{α^n} \leq κ\left(\limsup_{n\to\infty}\frac{|b_n|}{β^n}\right)^{\!1/2}\! \left(\limsup_{n\to\infty}\frac{|c_n|}{β^n}\right)^{\!1/2} \] with a universal constant satisfying $2/\sqrt{3} \leq κ\leq2$. We prove that the optimal constant is indeed $κ=2/\sqrt{3}$. The proof, which uses exponential generating functions, Phragmén-Lindelöf estimates, and Cauchy's formula, is compared to the classical one of Mashreghi and Ransford.

math.CV↗

Weighted Hardy Inequalities for Nested Averages

We study a family of Hardy-type inequalities for weighted averages over nested subsets of a measure space. Given a partition of a measure space and a weight function $m$, we consider operators of the form \[ f \mapsto \frac{1}{M_n}\int_{X^{(n)}} m(x)f(x)\,\mathrm{d}μ(x), \] with additional weights on the resulting sequence of averages. In particular, we generalize an inequality obtained by Vincent and Sohani in \cite{VincentSohani2025} and characterize the boundedness in terms of the finiteness of a single testing quantity $β$. We also provide two-sided estimates for the best constant $C_{\mathrm{opt}}$, namely \[ β\leq C_{\mathrm{opt}} \leq p^{1/q} (p')^{1/p'}β\leq 2β. \] Thus the characterization is never off by more than a factor of 2. We also develop a second approach, inspired by Broadbent's proof of Hardy's inequality, which gives a local sufficient condition that often provides sharper constants and recovers several important cases, including the classical weighted Hardy inequality.

math.CA↗

Norm of infinite doubly stochastic matrices

In finite dimensions, every doubly stochastic matrix has the $\ell^p$-operator norm equal to $1$ for all $1 \le p \le \infty$. However, in the infinite-dimensional setting, this property may fail since the norm can be strictly smaller than $1$ when $1<p<\infty$. In this paper, a complete characterization of infinite doubly stochastic matrices for which the norm remains equal to $1$ is obtained. More precisely, for $1<p<\infty$, it is shown that $$ \|D\|_{\ell^p(I)\to\ell^p(I)}=1 \quad\iff\quad Θ(D^*D)=1, $$ where $Θ$ measures the maximal average mass of a finite square submatrix. Thus, the norm is equal to $1$ precisely when the matrix contains arbitrarily large finite regions in which it behaves almost like a finite doubly stochastic matrix. The proof uses a Cheeger-type argument, highlighting a natural connection with ideas from spectral graph theory.

math.FA↗

On the convergence of doubly stochastic Markov chains

We characterize the asymptotic behavior of time-homogeneous doubly stochastic Markov chains. Our investigation revolves around understanding the dynamics of products of doubly stochastic matrices, which in turn allows us to fully characterize three distinct behaviors: cyclicity, convergence towards a special equilibrium matrix, and divergence. Notably, we introduce a novel and comprehensive sufficient condition for the convergence of an infinite product of doubly stochastic matrices.

math.PR↗

Sharp Inequalities for Products of Principal Minors of Positive Definite Matrices

We study sharp inequalities for ratios of products of principal minors of real positive definite matrices. Our main result gives a closed-form solution to a family of nonconvex optimization problems over the positive definite cone. As a special case, we prove that the infimum of the Ingleton ratio over $4\times 4$ positive definite matrices is $16/27$, confirming a conjecture of Hall and Johnson. We also show that the cone of absolutely bounded ratios of products of principal minors is not polyhedral for $n\ge 4$, and that it is not semialgebraic over $\mathbb{Q}$.

math.MG↗

Convergence Analysis of the Random Bisection Method

We propose a generalized version of the bisection method where the cutting point between the two subintervals is chosen at random following an arbitrary distribution. We compute expected convergence rates with respect to any arbitrary a priori distribution for the position of the root in the initial interval and proved that it depends only on the the expectation $\mathbb{E}[c(1-c)]$ of the cut $c$. We also provide a generalization of the method for $K$ random cuts and study its convergence properties. Most probabilistic derivations are kept fairly simple for the ease of understanding of a larger audience. Our theoretical results are then validated numerically using statistical simulation.

math.NA↗

A general framework for inequalities on simple graphs

A general framework is developed for deriving sharp inequalities on simple graphs from majorization and Schur-convexity. After establishing majorization relations between the spectrum of an arbitrary graph and the spectra of the complete, complete bipartite, and matching graphs, it is shown that every positive Schur-convex spectral functional yields several sharp inequalities relating $λ_1$, $|λ_n|$, and $\|G\|_\ast$. This reduces the problem of proving graph inequalities to the choice of a suitable Schur-convex function. This optimization problem is then studied within the family of random vector norms, whose moment and cumulant expansions connect the framework to the numbers of closed walks. This yields new sharp results, recovers classical inequalities from a unified viewpoint, and produces further bounds in settings such as triangle-free and square-free graphs.

math.CO↗

Number of orbits of $k$-subsets of permutations

Let $S_n$ denote the symmetric group of order $n$. Say that two subsets $x, y\subseteq S_n$ are \emph{equivalent} if there exist permutations $g_1, g_2\in S_n$ such that $g_1xg_2=y$, where multiplication is understood elementwise. Recently, [Tripathi, 2024] and [Kushwaha and Triathi, 2025] asked for the asymptotics of $T(n,k)$, the number of subsets of $S_n$ of size $k$ up to this equivalence. It is easy to see that $T(n,0)=T(n, 1)=1$ and $T(n, 2)=p(n)-1$, where $p(n)$ is the number of integer partitions of $n$. In this work, we show that $T(n,k) = Λ_n(k)(1+o_n(1))$ for $3\leq k\leq n!-3$, where $Λ_n(k)=\frac{1}{n!^2}\binom{n!}{k}$. Furthermore, we prove that $$\frac{1}{Λ_n(n!/2)}T\!\left(n,\left[\sqrt{\tfrac{n!}{4}}x+\tfrac{n!}{2}\right]\right) ~\xrightarrow{n\to\infty}~ \exp\!\left(-\tfrac{x^2}{2}\right),$$ uniformly over $\mathbb{R}$.

math.CO↗

Hunter's positivity theorem and random vector norms

A theorem of Hunter ensures that the complete homogeneous symmetric polynomials of even degree are positive definite functions. A probabilistic interpretation of Hunter's theorem suggests a broad generalization: the construction of so-called random vector norms on square complex matrices. This paper surveys these ideas, starting from the fundamental notions and developing the theory to its present state. We study numerous examples and present a host of open problems.

math.FA↗

On the monotonicity of left and right Riemann sums

Riemann sums, a classical method for approximating the definite integral of a function, have been extensively studied in the past. However, their monotonic properties, while still of great importance, particularly in approximation theory and interpolation theory, remain somewhat obscure. This paper is dedicated to proving general theorems about the monotonicity of left and right Riemann sums, a problem first raised by Fejér in 1950. We provide a much-needed review of the literature on the problem and offer several new sufficient and necessary conditions for the monotonicity of Riemann sums. Additionally, we present a new insightful proof of a fundamental theorem related to these sums using tools from the theory of majorization. The author also delves deeper into a question posed by Borwein, almost resolving it completely.

math.CA↗

On the Submultiplicativity of Matrix Norms Induced by Random Vectors

In a recent article, Chávez, Garcia and Hurley introduced a new family of norms $\|\cdot\|_{\mathbf{X},d}$ on the space of $n \times n$ complex matrices which are induced by random vectors $\mathbf{X}$ having finite $d$-moments. Therein, the authors asked under which conditions the norms induced by a scalar multiple of $\mathbf{X}$ are submultiplicative. In this paper, this question is completely answered by proving that this is always the case, as long as the entries of $\mathbf{X}$ have finite $p$-moments for $p=\max\{2+\varepsilon,d\}$.

math.MG↗

On the Geometry of the Birkhoff Polytope. I. The operator $\ell^p_n$-norms

The geometry of the Birkhoff polytope, i.e., the compact convex set of all $n \times n$ doubly stochastic matrices, has been an active subject of research. While its faces, edges and facets as well as its volume have been intensely studied, other geometric characteristics such as the center and radius were left off, despite their natural uses in some areas of mathematics. In this paper, we completely characterize the Chebyshev center and the Chebyshev radius of the Birkhoff polytope associated with the metrics induced by the operator $\ell^p_n$-norms for the range $1 \leq p \leq \infty$.

math.MG↗

On the Geometry of the Birkhoff Polytope. II. The Schatten $p$-norms

In the first of this series of two articles, we studied some geometrical aspects of the Birkhoff polytope, the compact convex set of all $n \times n$ doubly stochastic matrices, namely the Chebyshev center, and the Chebyshev radius of the Birkhoff polytope associated with metrics induced by the operator norms from $\ell_n^p$ to $\ell_n^p$ for $1 \leq p \leq \infty$. In the present paper, we take another look at those very questions, but for a different family of matrix norms, namely the Schatten $p$-norms, for $1 \leq p < \infty$. While studying these properties, the intrinsic connection to the minimal trace, which naturally appears in the assignment problem, is also established.

math.MG↗

On a question of Erdős on doubly stochastic matrices

In a celebrated paper of Marcus and Ree (1959), it was shown that if $A=[a_{ij}]$ is an $n \times n$ doubly stochastic matrix, then there is a permutation $σ\in S_n$ such that $\sum_{i,j=1}^{n} a_{i,j}^{2} \leq \sum_{i=1}^{n} a_{i,σ(i)}$. Erdős asked for which doubly stochastic matrices the inequality is saturated. Although Marcus and Ree provided some insight for the set of solutions, the question appears to have fallen into oblivion. Our goal is to provide a complete answer in the particular, yet non-trivial, case when $n=3$.

math.MG↗

Weighted averages of $\ell^p$ sequences

The objective of the present paper is to establish three Hardy-type inequalities in which the arithmetic mean over a sequence of non-negative real numbers is replaced by some weighted arithmetic mean over some nested subsets of the given sequence of numbers. One of these inequalities stems from a calculation in a paper of Bouthat and Mashreghi on semi-infinite matrices.

math.FA↗

The $p$-norm of circulant matrices

In this note we study the induced $p$-norm of circulant matrices $A(n,\pm a, b)$, acting as operators on the Euclidean space $\mathbb{R}^n$. For circulant matrices whose entries are nonnegative real numbers, in particular for $A(n,a,b)$, we provide an explicit formula for the $p$-norm, $1 \leq p \leq \infty$. The calculation for $A(n,-a,b)$ is more complex. The 2-norm is precisely determined. As for the other values of $p$, two different categories of upper and lower bounds are obtained. These bounds are optimal at the end points (i.e. $p=1$ and $p = \infty$) as well as at $p=2$.

math.FA↗

The critical point and the $p$-norm of $A_s$ and $C$-matrices

The $L$-matrix $A_s=[1/(n+s)]$ was introduced in \cite{MRtmp}. As a surprising property, we showed that its 2-norm is constant for $s \geq s_0$, where the critical point $s_0$ is unknown but relies in the interval $(1/4,1/2)$. In this note, using some delicate calculations we sharpen this result by improving the upper and lower bounds of the interval surrounding $s_0$. Moreover, we show that the same property persists for the $p$-norm of $A_s$ matrices. We also obtain the 2-norm of a family of $C$-matrices with lacunary sequences.

math.FA↗