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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 establish a sharp reciprocity inequality for modulus in compact metric spaces $X$ with finite Hausdorff measure. In particular, when $X$ is also homeomorphic to a planar rectangle, our result answers a question of K. Rajala and M.…

Metric Geometry · Mathematics 2021-02-08 Sylvester Eriksson-Bique , Pietro Poggi-Corradini

In this paper, we demonstrate how a class of advanced matrix concentration inequalities, introduced in \cite{brailovskaya2024universality}, can be used to eliminate the dimensional factor in the convergence rate of matrix completion. This…

Statistics Theory · Mathematics 2026-03-06 Dali Liu , Haolei Weng

The super-twisting differentiator, also known as the first-order robust exact differentiator, is a well known sliding mode differentiator. In the absence of measurement noise, it achieves exact reconstruction of the time derivative of a…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Richard Seeber

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

Probability · Mathematics 2023-01-31 Anatoli Juditsky , Arkadii S. Nemirovski

The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…

Probability · Mathematics 2015-02-10 Dariusz Buraczewski , Sebastian Mentemeier

Leveraging tools from convex analysis and incorporating additional singular value information of matrices, we completely resolve the problem of establishing perturbation bounds for the Frobenius norm of subunitary and positive polar…

Functional Analysis · Mathematics 2025-07-22 Teng Zhang

Finite dimensional matrices having more columns than rows have no left inverses while those having more rows than columns have no right inverses. We give generalizations of these simple facts to bi--infinite matrices and use those to obtain…

Classical Analysis and ODEs · Mathematics 2007-05-23 Goetz E. Pfander

We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…

Probability · Mathematics 2025-09-19 Hongjian Wang , Aaditya Ramdas

We study the sharp bounds of $\mathbb{E}[X_1\cdots X_d]$ when the univariate marginal distributions are known, but the dependence structure between them is unspecified. Maximizing products over non-negative variables is straightforward via…

Statistics Theory · Mathematics 2026-04-27 Christopher Blier-Wong , Jinghui Chen

We develop sharp bounds on the statistical distance between high-dimensional permutation mixtures and their i.i.d. counterparts. Our approach establishes a new geometric link between the spectrum of a complex channel overlap matrix and the…

Statistics Theory · Mathematics 2025-09-17 Yiguo Liang , Yanjun Han

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

Probability · Mathematics 2012-12-11 Iosif Pinelis

We deal with the problem of estimating the volume of inclusions using a finite number of boundary measurements in electrical impedance tomography. We derive upper and lower bounds on the volume fractions of inclusions, or more generally two…

Materials Science · Physics 2011-05-06 Hyeonbae Kang , Eunjoo Kim , Graeme W. Milton

In this paper, we give an affirmative answer to Gromov's conjecture ([3, Conjecture E]) by establishing an optimal Lipschitz lower bound for a class of smooth functions on orientable open $3$-manifolds with uniformly positive sectional…

Differential Geometry · Mathematics 2020-07-28 Jintian Zhu

We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…

Probability · Mathematics 2011-05-16 Daniel Hsu , Sham M. Kakade , Tong Zhang

This note presents sharp inequalities for deviation probability of a general quadratic form of a random vector \(\xiv\) with finite exponential moments. The obtained deviation bounds are similar to the case of a Gaussian random vector. The…

Probability · Mathematics 2013-02-08 Vladimir Spokoiny

Explicit formulas expressing the solution to non-autonomous differential equations are of great importance in many application domains such as control theory or numerical operator splitting. In particular, intrinsic formulas allowing to…

Classical Analysis and ODEs · Mathematics 2023-03-13 Karine Beauchard , Jérémy Le Borgne , Frédéric Marbach

Using the sine-Gordon model as the prime example an alternative approach to integrable boundary conditions for a theory restricted to a half-line is proposed. The main idea is to explore the consequences of taking into account the…

High Energy Physics - Theory · Physics 2012-06-12 E. Corrigan , C. Zambon

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

Numerical Analysis · Mathematics 2014-05-16 John T. Holodnak , Ilse C. F. Ipsen

The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…

Rings and Algebras · Mathematics 2019-10-01 Melvyn B. Nathanson
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