0
votes
1answer
32 views

Using Marchenko - Pastur type Theorems on Regression Analysis

Sometimes when doing regression analysis, we estimate our function $g(x) = E(Y |X =x )$ using an orthonormal series, and in particular we use an approximate series $g_{p_n}(x) = \sum_{k=1}^{p_n} ...
0
votes
1answer
81 views

Any generic way to move a psd matrix to its neighbors?

Given a two positive matrices $A,B$. For simplicity, let's assume that $Tr A=Tr B=1$. Assume that $\|A-B\|_1\leq\varepsilon$, for some small $\varepsilon>0$, where $\|\cdot\|_1$ is the $l_1$-norm, ...
2
votes
0answers
313 views

eigenvalues of a symmetric tridiagonal matrix with zero diagonals

I was investigating a problem and came up with the following symmetric tridiagonal matrix (with zero diagonal elements): $$ \left(\begin{array}{cccccc} 0 & a & 0 & \ldots & 0 \\ a ...
4
votes
1answer
195 views

Lower bounds on matrix eigenvalues

Let $A$ be a real $n\times n$ matrix and let $\mu_1, \dots, \mu_n$ the (generalized, complex) eigenvalues of $A$. Assume that $$ 0 < \alpha < \mathrm{Re}(\mu_1) < \dots < ...
1
vote
0answers
75 views

Characterizing the singular values of a matrix with structure

Suppose we have a function from $\mathbb{R}^2\to\mathbb{C}$, $$f(x,y) = e^{\imath\pi x g(y)}$$ where $g(y)$ is periodic in $y\in[-T, T),\ T<\infty$ (e.g., a sinusoid) and $0\leq x < \infty$ ...