arXiv subjects

Ofer Shwartz

Publications and source records attributed to Ofer Shwartz.

4 recordsLinked to original sources

arXiv2019

The conformal measures of a normal subgroup of a cocompact Fuchsian group

In this paper, we study the conformal measures of a normal subgroup of a cocompact Fuchsian group. In particular, we relate the extremal conformal measures to the eigenmeasures of a suitable Ruelle operator. Using Ancona's theorem, adapted to the Ruelle operator setting, we show that if the group of deck transformations $G$ is hyperbolic then the extremal conformal measures and the hyperbolic boundary of $G$ coincide. We then interpret these results in terms of the asymptotic behavior of cutting sequences of geodesics on a regular cover of a compact hyperbolic surface.

math.DS↗

arXiv2018

Thermodynamic Formalism for Transient Potential Functions

We study the thermodynamic formalism of locally compact Markov shifts with transient potential functions. In particular, we show that the Ruelle operator admits positive continuous eigenfunctions and positive Radon eigenmeasures in forms of Martin kernels. These eigenmeasures can be characterized in terms of the direction of escape to infinity of their orbits, when viewed inside a suitable Martin-like compactification of the underline shift space. We relate these results to first-order phase transitions in one-dimensional lattice gas models with infinite set of states. This work complements earlier works by Sarig who focused on the recurrent scenario.

math.DS↗

arXiv2015

Detecting the large entries of a sparse covariance matrix in sub-quadratic time

The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$ operations. When $n,p$ are large, this computation may be prohibitively slow. Moreover, in several contemporary applications, the population matrix is approximately sparse, and only its few large entries are of interest. This raises the following question, at the focus of our work: Assuming approximate sparsity of the covariance matrix, can its large entries be detected much faster, say in sub-quadratic time, without explicitly computing all its $p^{2}$ entries? In this paper, we present and theoretically analyze two randomized algorithms that detect the large entries of an approximately sparse sample covariance matrix using only $O(np\text{ poly log } p)$ operations. Furthermore, assuming sparsity of the population matrix, we derive sufficient conditions on the underlying random variable and on the number of samples $n$, for the sample covariance matrix to satisfy our approximate sparsity requirements. Finally, we illustrate the performance of our algorithms via several simulations.

stat.CO↗

arXiv2014

Roy's largest root under rank-one alternatives:The complex valued case and applications

The largest eigenvalue of a Wishart matrix, known as Roy's largest root (RLR), plays an important role in a variety of applications. Most works to date derived approximations to its distribution under various asymptotic regimes, such as degrees of freedom, dimension, or both tending to infinity. However, several applications involve finite and relative small parameters, for which the above approximations may be inaccurate. Recently, via a small noise perturbation approach with fixed dimension and degrees of freedom, Johnstone and Nadler derived simple yet accurate stochastic approximations to the distribution of Roy's largest root in the real valued case, under a rank-one alternative. In this paper, we extend their results to the complex valued case. Furthermore, we analyze the behavior of the leading eigenvector by developing new stochastic approximations. Specifically, we derive simple stochastic approximations to the distribution of the largest eigenvalue under five common complex single-matrix and double-matrix scenarios. We then apply these results to investigate several problems in signal detection and communications. In particular, we analyze the performance of RLR detector in cognitive radio spectrum sensing and constant modulus signal detection in the high signal-to-noise ratio (SNR) regime. Moreover, we address the problem of determining the optimal transmit-receive antenna configuration (here optimality is in the sense of outage minimization) for rank-one multiple-input multiple-output Rician Fading channels at high SNR.

math.ST↗