Kernels on Graphs as Proximity Measures

Keywords: Singular control, verification argument, capacity theory, optimal order execution, transient price impact, infinite-dimensional Riccati differential equation.. 1

[AGZ10] G. An introduction to random matrices. Cambridge University Press, Cambridge, 2010... Large deviations and sum rules for spectral theory - A pedagogical approach.

Conversely, the α-equivalence of spectral measures which commute implies proximity of the corresponding unit operators.. Therefore, it is clear that the notion of α- equivalence in

For instance, in the specific case where extreme negative returns would be perfectly correlated, the optimal portfolio with respect to the worst case risk measure would consist in

Since we deal with normalized kernels that amount to projecting the objects on an unit hypersphere, we also tested the kernel PCA based k-means clustering with the Gaussian RBF

5 show the evolution of structural properties over the first ten days of the Facebook network sequence (all results and layouts are obtained set- ting ρ = 0.1): the spectral

In a previous work ([10]), we proved that the sequence (µ (N) w ) satisfies a Large Deviation Principle (denoted hereafter LDP), with speed N and good rate function given by

More recently, some authors used another random probability measure based on eigenvalues and eigenvectors ([25], [2], [21]). The latter measure carries more information than the