English

Perturbation bounds for eigenspaces under a relative gap condition

Probability 2018-12-18 v4 Functional Analysis

Abstract

A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.

Keywords

Cite

@article{arxiv.1803.03868,
  title  = {Perturbation bounds for eigenspaces under a relative gap condition},
  author = {Moritz Jirak and Martin Wahl},
  journal= {arXiv preprint arXiv:1803.03868},
  year   = {2018}
}

Comments

15 pages

R2 v1 2026-06-23T00:48:39.481Z