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Universal concentration of random matrix

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#random-matrices #concentration-of-measure #haar-measure #convergence-probability
60
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Bounding $v_1^\top D v_1$ where $v_1$ is the top eigenvector of a symmetric random matrix (Wigner matrix)

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#linear-algebra #probability #spectral-theory #random-matrices #spectral-graph-theory
62
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Joint moment $\tau(XYXYXY)$ in terms of moments of $X$,$Y$

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#linear-algebra #statistics #random-variables #random-matrices
97
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Convergence/divergence of the operator norm for random sign matrices

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#linear-algebra #probability-theory #random-matrices
18
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Johnson Lindenstrauss lemma for positive entries matrix

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#probability-theory #random #random-matrices #projection-matrices
48
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Bounding the operator norm of random sign matrices

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#linear-algebra #probability #random-matrices
104
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Mean log determinant of a random Gaussian matrix

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#definite-integrals #normal-distribution #gaussian-integral #random-matrices
16
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Expectation of $XX.T$ vs Expectation of X * Expectation of X.T

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#random-matrices
17
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Random measure and empirical spectral distribution

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#probability-theory #measure-theory #measurable-functions #random-matrices
58
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Distance random matrix

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#linear-algebra #spectral-theory #random-matrices
1.8k
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How does additive noise change the SVD

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#svd #random-matrices
1.7k
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When does the singular value decomposition fail?

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#linear-algebra #matrices #svd #random-matrices
2k
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Expectation of matrix product

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#linear-algebra #probability #random-variables #random-matrices
538
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An integral with respect to the Haar measure on a unitary group

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#probability #statistics #algebraic-geometry #differential-geometry #random-matrices
562
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Lower Bound on Expectation of Operator Norm

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#probability #random-matrices

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