Related papers: Efron-Stein Inequalities for Random Matrices
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
We propose a way of finding a Stein type characterization of a given absolutely continuous distribution $\mu$ on $\R$ which is motivated by a regression property satisfied by an exchangeable pair $(W,W')$ where $\calL(W)$ is supposed or…
The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…
In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…
In this paper, we obtain a new generalization of Chebyshev's inequality for random elements taking values in a separate Banach space.
Traditional numerical methods for calculating matrix eigenvalues are prohibitively expensive for high-dimensional problems. Iterative random sparsification methods allow for the estimation of a single dominant eigenvalue at reduced cost by…
While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
A model of independent pair parton interactions is proposed, according to which, hadron interactions are represented by a set of independent binary parton collisions. The final multiplicity distribution is described by a convolution of the…
In the recent paper [17] the first experimental determination of the density matrix of a free electron beam has been reported. The employed method leads to a linear inverse problem with a positive semidefinite operator as unknown. The…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
This paper introduces two new families of non-parametric tests of goodness-of-fit on the compact classical groups. One of them is a family of tests for the eigenvalue distribution induced by the uniform distribution, which is consistent…
In this paper, an extension of the generalized free matrix based inequality is introduced in a unified form suitable for the estimation of integrals and sums of quadratic functions. The equivalences of several known variants are shown,…
Based on an apparently new Lagrange-type identity, a Cauchy--Schwarz-type inequality is proved. The mentioned identity is obtained by using certain ``macro'' variables; it is hoped that such a method can be used to prove or produce other…