Optimality Notions for Resolvent Monte Carlo

Resolvent Monte Carlo estimates eigenvalues of large matrices by sampling Markov chains and reading the target value off a truncated resolvent quotient, trading exact arithmetic for a stochastic error that the almost-optimal sampling scheme is designed to suppress. This paper studies when that error vanishes outright. An exact closed-form identity is derived for the variance of the moment estimators of a general, possibly signed matrix, and is used to isolate a hierarchy of zero-variance notions ranging from the most local, which constrains only the first draws, through the finite-truncation regime that a practical run can certify, to the global regime in which every moment estimator is deterministic. Determinism of the estimator is separated from correctness of the eigenvalue it reports, and the exact conditions under which each notion holds are exhibited, together with the examples that separate them. A single edgewise condition, termed the eigen-triple condition, forces the truncated quotient to equal the target eigenvalue in finite samples; the associated moment and quotient variances are second order in the maximal edge defect and vanish at the eigen-triple. A linear-time procedure certifies the condition.

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Publication Details

Journal
Mathematics
Published
2026-08-13
DOI
https://doi.org/10.3390/math14162930
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
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article

Optimality Notions for Resolvent Monte Carlo

Ivan Dimov, Tsvetelin Kostadinov
Mathematics
Markov Chains and Monte Carlo Methods
article

Optimality Notions for Resolvent Monte Carlo

Ivan Dimov, Tsvetelin Kostadinov
article en

Abstract

Resolvent Monte Carlo estimates eigenvalues of large matrices by sampling Markov chains and reading the target value off a truncated resolvent quotient, trading exact arithmetic for a stochastic error that the almost-optimal sampling scheme is designed to suppress. This paper studies when that error vanishes outright. An exact closed-form identity is derived for the variance of the moment estimators of a general, possibly signed matrix, and is used to isolate a hierarchy of zero-variance notions ranging from the most local, which constrains only the first draws, through the finite-truncation regime that a practical run can certify, to the global regime in which every moment estimator is deterministic. Determinism of the estimator is separated from correctness of the eigenvalue it reports, and the exact conditions under which each notion holds are exhibited, together with the examples that separate them. A single edgewise condition, termed the eigen-triple condition, forces the truncated quotient to equal the target eigenvalue in finite samples; the associated moment and quotient variances are second order in the maximal edge defect and vanish at the eigen-triple. A linear-time procedure certifies the condition.

MathematicsVol. 14(16)
Bulgarian Academy of Sciences (BG), Institute of Information and Communication Technologies (BG), Sofia University "St. Kliment Ohridski" (BG)
Openalex Percentile: Top 7%
Markov Chains and Monte Carlo Methods
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Optimality Notions for Resolvent Monte Carlo — Ivan Dimov, Tsvetelin Kostadinov · Mathematics (2026) | TGRS Research Map | TGRS