Related papers: A few remarks on the operator norm of random Toepl…
We give the tight bounds of Tsallis relative operator entropy by using Hermite-Hadamard's inequality. Some reverse inequalities related to Young inequalities are also given. In addition, operator inequalities for normalized positive linear…
By a suitable shifting-the-mean parametrization at the Dirichlet series level and Delange's Tauberian theorems, we show that the number of factors in random ordered factorizations of integers is asymptotically normally distributed.
Covariance matrix plays a central role in multivariate statistical analysis. Significant advances have been made recently on developing both theory and methodology for estimating large covariance matrices. However, a minimax theory has yet…
We dominate non-integral singular operators by adapted sparse operators and derive optimal norm estimates in weighted spaces. Our assumptions on the operators are minimal and our result applies to an array of situations, whose prototype are…
Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…
This paper addresses the challenge of Toeplitz covariance matrix estimation from partial entries of random quantized samples. To balance trade-offs among the number of samples, the number of entries observed per sample, and the data…
This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…
We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…
The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We reconsider studies of Toeplitz operators on function spaces (the weighted Bergman space, the generalized derivative Hardy space) and the H-Toeplitz operators on the Bergman space. Past studies have considered the presence or absence of…
This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random matrices with independent coefficients. However, little has…
Several matrix/operator inequalies are given. Most of them are unexpected extensions of the Araki Log-majorization theorem, obtained thanks to a new log-majorization for positive linear maps and normal operators (Theorem 2.9). The main idea…
We prove that independent families of permutation invariant random matrices are asymptotically free over the diagonal, both in probability and in expectation, under a uniform boundedness assumption on the operator norm. We can relax the…
The recent theorem by D. Luecking that finite rank Toeplitz-Bergman operators must be generated by a measure consisting of finitely many point masses is carried over to the many-dimensional case.
We study random iterations of averaged operators in Hilbert spaces and prove that the associated residuals converge exponentially fast, both in expectation and almost surely. Our results provide quantitative bounds in terms of a single…