English
Related papers

Related papers: Uniform Hanson-Wright Type Deviation Inequalities …

200 papers

We give a criterion for H-convergence of conductivity matrices in terms of ordinary weak convergence of the factors in certain quotient representations of the matrices.

Analysis of PDEs · Mathematics 2007-05-23 Björn Gustafsson , Jacqueline Mossino

We deal with countable alphabet locally compact random subshifts of finite type (the latter merely meaning that the symbol space is generated by an incidence matrix) under the absence of Big Images Property and under the absence of uniform…

Dynamical Systems · Mathematics 2015-09-02 Volker Mayer , Mariusz Urbanski

In this paper we consider a weighted version of one dimensional discrete Hardy's Inequality on half-line with power weights of the form $n^\alpha$. Namely we consider: \begin{equation} \sum_{n=1}^\infty |u(n)-u(n-1)|^2 n^\alpha \geq…

Functional Analysis · Mathematics 2022-05-20 Shubham Gupta

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…

Probability · Mathematics 2007-07-17 Katrin Hofmann-Credner , Michael Stolz

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

Probability · Mathematics 2013-05-06 Daniel Paulin , Lester Mackey , Joel A. Tropp

Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has…

Probability · Mathematics 2020-01-28 Konstantin Tikhomirov

In this paper we employ the continuum approximation of Dyson to determine the asymptotic gap formation probability in the spectrum of $N\times N$ Hermitean random matrices. The associated orthogonal polynomials has weight function,…

Condensed Matter · Physics 2015-06-25 Yang Chen , Kasper Juel Eriksen

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Probability · Mathematics 2025-01-16 Elie Attal , Romain Allez

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covariance. This nonasymptotic universality principle yields…

Probability · Mathematics 2024-06-26 Tatiana Brailovskaya , Ramon van Handel

Decoupling inequalities disentangle complex dependence structures of random objects so that they can be analyzed by means of standard tools from the theory of independent random variables. We study decoupling inequalities for vector-valued…

Functional Analysis · Mathematics 2021-01-01 Daniel Carando , Felipe Marceca , Pablo Sevilla-Peris

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…

Probability · Mathematics 2024-05-14 Frederick Rajasekaran

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

Probability · Mathematics 2014-11-04 Charles Bordenave , Mireille Capitaine

In the paper, we establish the Hermite-Hadamard type inequalities for the generalized s-convex functions in the second sense on real linear fractal set $\mathbb{R}^{\alpha}(0<\alpha<1).$

Classical Analysis and ODEs · Mathematics 2015-06-25 Huixia Mo , Xin Sui

This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely…

Probability · Mathematics 2014-08-18 Daniel Paulin , Lester Mackey , Joel A. Tropp

We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…

Functional Analysis · Mathematics 2014-03-14 Ibrahim Karahan , Murat Ozdemir

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg