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We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…

Probability · Mathematics 2018-07-04 Marek Biskup , Ryoki Fukushima , Wolfgang Koenig

Let $T$ be a bounded linear operator on a complex Hilbert space $\mathscr{H}.$ We obtain various lower and upper bounds for the numerical radius of $T$ by developing the Euclidean operator radius bounds of a pair of operators, which are…

Functional Analysis · Mathematics 2023-08-21 Suvendu Jana , Pintu Bhunia , Kallol Paul

We present some results concerning the almost sure behaviour of the operator norm or random Toeplitz matrices, including the law of large numbers for the norm, normalized by its expectation (in the i.i.d. case). As tools we present some…

Probability · Mathematics 2008-03-24 Radosław Adamczak

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

Statistics Theory · Mathematics 2023-01-09 Arun Kumar Kuchibhotla , Abhishek Chakrabortty

We present new upper and lower bounds for the numerical radius of a bounded linear operator defined on a complex Hilbert space, which improve on the existing bounds. Among many other inequalities proved in this article, we show that for a…

Functional Analysis · Mathematics 2024-08-13 Pintu Bhunia , Kallol Paul , Raj kumar Nayak

We prove deviation inequalities for sums of high-dimensional random matrices and operators with dependence and {\rc heavy tails}. Estimation of high-dimensional matrices is a concern for numerous modern applications. However, most results…

Statistics Theory · Mathematics 2025-06-26 Shogo Nakakita , Pierre Alquier , Masaaki Imaizumi

We investigate the sub-Gaussian property for almost surely bounded random variables. If sub-Gaussianity per se is de facto ensured by the bounded support of said random variables, then exciting research avenues remain open. Among these…

Probability · Mathematics 2019-07-16 Julyan Arbel , Olivier Marchal , Hien D. Nguyen

Consider a random symmetric matrix with i.i.d.~entries on and above its diagonal that are products of Bernoulli random variables and random variables with sub-Gaussian tails. Such a matrix will be called a sparse Wigner matrix and can be…

Probability · Mathematics 2023-04-27 Fanny Augeri , Anirban Basak

We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…

Spectral Theory · Mathematics 2018-09-28 Denis Borisov , Ivan Veselic'

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…

Probability · Mathematics 2018-12-18 Moritz Jirak , Martin Wahl

Frames and orthonormal bases are naturally linked to bounded operators. To tackle unbounded operators those sequences might not be well suited. This has already been noted by von Neumann in the 1920ies. But modern frame theory also…

Functional Analysis · Mathematics 2023-10-04 Peter Balazs , Mitra Shamsabadi

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…

Machine Learning · Computer Science 2021-01-15 Armin Lederer , Jonas Umlauft , Sandra Hirche

We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…

Complex Variables · Mathematics 2023-04-26 Alon Nishry , Elliot Paquette

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

Probability · Mathematics 2019-04-25 Phil Kopel , Sean O'Rourke , Van Vu

In this work, a higher regularized trace formula has been found for a regular Sturm-Liouville differential operator with operator coefficient.

Classical Analysis and ODEs · Mathematics 2018-02-01 Serpil Karayel , Yonca Sezer , Ozlem Baksi

Let the sample correlation matrix be $W=YY^T$, where $Y=(y_{ij})_{p,n}$ with $y_{ij}=x_{ij}/\sqrt{\sum_{j=1}^nx_{ij}^2}$. We assume $\{x_{ij}: 1\leq i\leq p, 1\leq j\leq n\}$ to be a collection of independent symmetric distributed random…

Statistics Theory · Mathematics 2011-11-01 Zhigang Bao , Guangming Pan , Wang Zhou

In this paper, motivated by perturbation theory of operators, we present some upper bounds for $|||f(A)Xg(B)+ X|||$ in terms of $|||\,|AXB|+|X|\,|||$ and $|||f(A)Xg(B)- X|||$ in terms of $|||\,|AX|+|XB|\,|||$, where $A, B$ are $G_{1}$…

Functional Analysis · Mathematics 2017-09-26 Fuad Kittaneh , Mohammad Sal Moslehian , Mohammad Sababheh

The Tracy-Widom distributions are among the most famous laws in probability theory, partly due to their connection with Wigner matrices. In particular, for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$…

Probability · Mathematics 2022-10-24 Simona Diaconu

For a very general class of unbounded self-adjoint operator function we prove upper bounds for eigenvalues which lie within arbitrary gaps of the essential spectrum. These upper bounds are given by triple variations. Furthermore, we find…

Spectral Theory · Mathematics 2016-04-15 Matthias Langer , Michael Strauss

Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many…

Probability · Mathematics 2021-12-02 Miles E. Lopes , Junwen Yao