I just read in a paper A Donsker Theorem for Lévy Measures the following statement $BV$-balls are universal Donsker classes (page 7, Examples 3.2 - Compound Poisson Processes) $BV$ stands here for bounded variation. Unfortunately there is no reference for this result. I was wondering, is t...
Is there a condition such that a symmetric matrix is "positive definite" for any component-wise positive vector? There is a matrix $A$, and $A \in S^n$, $S$ denotes the real symmetric matrix set. What's the condition for $x^T A x > 0$, and $x \in R^n$, $|x| \neq 0$, and $x \succeq 0$ (component...
How to minimize $x^TAx$ over the set $D=(x\geq 0, x^TBx=1$ and $(I-A^\dagger A)x=0$), where $A$ is copositive matrix of order $n-1$ and $B$ is strictly copositive matrix of order $n$. If I drop the last constraint from set $D$ then using Lagrange multiplier I am able to minimize $x^TAx$ over set ...
This came up in our game theory course. While doing the Lemke's algorithm for solving LP, it was said that the process terminates when the matrix $M$ is copositive plus. Now copositive plus has a weird definition. So I'd like to know how different(as in weak) that condition is from PSD. Give an...
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