中文
相关论文

相关论文: Approximation of the average of some random matric…

200 篇论文

An approximate Spielman-Teng theorem for the least singular value $s_n(M_n)$ of a random $n\times n$ square matrix $M_n$ is a statement of the following form: there exist constants $C,c >0$ such that for all $\eta \geq 0$, $\Pr(s_n(M_n)…

概率论 · 数学 2019-04-25 Vishesh Jain

Given $n$ independent random marked $d$-vectors $X_i$ with a common density, define the measure $\nu_n = \sum_i \xi_i $, where $\xi_i$ is a measure (not necessarily a point measure) determined by the (suitably rescaled) set of points near…

概率论 · 数学 2007-05-23 Mathew D. Penrose

In this paper, we target the problem of sufficient dimension reduction with symmetric positive definite matrices valued responses. We propose the intrinsic minimum average variance estimation method and the intrinsic outer product gradient…

统计方法学 · 统计学 2023-02-28 B. Chen , S. Dai , Z. Yu

For a set $X$ of $N$ points in $\mathbb{R}^D$, the Johnson-Lindenstrauss lemma provides random linear maps that approximately preserve all pairwise distances in $X$ -- up to multiplicative error $(1\pm \epsilon)$ with high probability --…

概率论 · 数学 2023-07-18 Michael P. Casey

The relative index theorem is proved for general first-order elliptic operators that are complete and coercive at infinity over measured manifolds. This extends the original result by Gromov-Lawson for generalised Dirac operators as well as…

偏微分方程分析 · 数学 2022-10-31 Lashi Bandara

In this work we derive a variant of the classic Glivenko-Cantelli Theorem, which asserts uniform convergence of the empirical Cumulative Distribution Function (CDF) to the CDF of the underlying distribution. Our variant allows for tighter…

机器学习 · 计算机科学 2017-11-07 Noga Alon , Moshe Babaioff , Yannai A. Gonczarowski , Yishay Mansour , Shay Moran , Amir Yehudayoff

We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…

机器学习 · 统计学 2025-11-07 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

Let $C$ be the middle third Cantor set and $\mu$ be the $\frac{\log 2}{\log 3}$-dimensional Hausdorff measure restricted to $C$. In this paper we study approximations of elements of $C$ by dyadic rationals. Our main result implies that for…

数论 · 数学 2022-04-22 Simon Baker

Inspired by the idea of Bernoulli decomposition, we give a simple proof for a generalization of Hal\'asz anti--concentration result about random sum of vectores in $\mathbb{R}^d$. From our results, we can give one upper bound for the…

概率论 · 数学 2018-11-12 Paulo C. Manrique Mirón

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…

概率论 · 数学 2015-03-06 Sean O'Rourke , David Renfrew

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

数学物理 · 物理学 2009-11-07 E. Brezin , S. Hikami

We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…

概率论 · 数学 2021-04-01 Christian Döbler , Giovanni Peccati

This article concerns the non-asymptotic analysis of the singular values (and Lyapunov exponents) of Gaussian matrix products in the regime where $N,$ the number of term in the product, is large and $n,$ the size of the matrices, may be…

概率论 · 数学 2021-03-24 Boris Hanin , Grigoris Paouris

We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables $(F_n)$ which are smooth and non-degenerated in some sense and enable…

概率论 · 数学 2019-10-08 Vlad Bally , Lucia Caramellino , Guillaume Poly

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

统计计算 · 统计学 2017-06-30 Mark Huber

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

概率论 · 数学 2024-02-02 Giorgio Cipolloni , László Erdős , Dominik Schröder

We investigate the almost everywhere convergence of sequences of convolution operators given by probability measures $\mu_n$ on $\mathbb R$. If this sequence of operators constitutes an approximate identity on a particular class of…

动力系统 · 数学 2024-07-15 Andrew Parrish , Joseph Rosenblatt

Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…

概率论 · 数学 2026-03-19 Daniel Bartl , Shahar Mendelson

An \textit{ideal} of $N$-tuples of operators is a class invariant with respect to unitary equivalence which contains direct sums of arbitrary collections of its members as well as their (reduced) parts. New decomposition theorems (with…

算子代数 · 数学 2014-11-03 Piotr Niemiec

For a class $F$ of complex-valued functions on a set $D$, we denote by $g_n(F)$ its sampling numbers, i.e., the minimal worst-case error on $F$, measured in $L_2$, that can be achieved with a recovery algorithm based on $n$ function…

数值分析 · 数学 2023-05-15 Matthieu Dolbeault , David Krieg , Mario Ullrich