Related papers: Norms of structured random matrices

We prove that the two point correlation matrix $ \textbf{M}= (\langle \sigma_i ; \sigma_j\rangle)_{1\leq i,j\leq N} \in \mathbb{R}^{N\times N}$ of the Sherrington-Kirkpatrick model has the property that for every $\epsilon>0$ there exists…

We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…

We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse…

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables on a sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, $S_n=X_1+\ldots+X_n$. We consider the moments of $\max_{n\ge…

Recently, Pagh presented a randomized approximation algorithm for the multiplication of real-valued matrices building upon work for detecting the most frequent items in data streams. We continue this line of research and present new {\em…

This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…

Consider $n$ complex random matrices $X_1,\ldots,X_n$ of size $d\times d$ sampled i.i.d. from a distribution with mean $E[X]=\mu$. While the concentration of averages of these matrices is well-studied, the concentration of other functions…

Uniform random rotations are a useful primitive in applications such as fast Johnson-Lindenstrauss embeddings, kernel approximation, communication-efficient learning, and recent AI compression pipelines, but they are computationally…

Given an Archimedean order unit space (V,V^+,e), we construct a minimal operator system OMIN(V) and a maximal operator system OMAX(V), which are the analogues of the minimal and maximal operator spaces of a normed space. We develop some of…

In this paper, we calculate the exact value of the norm of the Hilbert matrix operator $\mathcal{H}$ from the logarithmically weighted Korenblum space $H^\infty_{\alpha,\log}$ into Korenblum space $H^\infty_\alpha$, and from the Hardy space…

We consider infinite-dimensional generalized Hilbert matrices of the form $H_{i,j} = \frac{d_i d_j}{x_i + x_j}$, where $d_i$ are nonnegative weights and $x_i$ are pairwise disjoint positive numbers. We state sufficient and, for…

Let $A:[0,1]\rightarrow\mathbb{H}_m$ (the space of Hermitian matrices) be a matrix valued function which is low rank with entries in H\"{o}lder class $\Sigma(\beta,L)$. The goal of this paper is to study statistical estimation of $A$ based…

We consider a class of nonvariational degenerate elliptic operators of the kind \[ Lu=\sum_{i,j=1}^{m}a_{ij}\left( x\right) X_{i}X_{j}u \] where $\left\{ a_{ij}\left( x\right) \right\} _{i,j=1}^{m}$ is a symmetric uniformly positive matrix…

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

The matrix $A:\mathbb{R}^n \to \mathbb{R}^m$ is $(\delta,k)$-regular if for any $k$-sparse vector $x$, $$ \left| \|Ax\|_2^2-\|x\|_2^2\right| \leq \delta \sqrt{k} \|x\|_2^2. $$ We show that if $A$ is $(\delta,k)$-regular for $1 \leq k \leq…

We address the problems of computing operator norms of matrices induced by given norms on the argument and the image space. It is known that aside of a fistful of "solvable cases," most notably, the case when both given norms are Euclidean,…

Let $X$ be a $d\times d$ symmetric random matrix with independent but non-identically distributed Gaussian entries. It has been conjectured by Lata\l{a} that the spectral norm of $X$ is always of the same order as the largest Euclidean norm…

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

We introduce a numerical radius operator space $(X, \mathcal{W}_n)$. The conditions to be a numerical radius operator space are weaker than the Ruan's axiom for an operator space $(X, \mathcal{O}_n)$. Let $w(\cdot)$ be the numerical radius…

Let ${\cal X }=XX^{\prime}$ be a random matrix associated with a centered $r$-column centered Gaussian vector $X$ with a covariance matrix $P$. In this article we compute expectations of matrix-products of the form $\prod_{1\leq i\leq…