All Questions
2 questions
0
votes
0
answers
58
views
Class of covariance matrices invariant under permutations
I am reading a paper on covariance matrix estimation, and in this paper is introduced a class of covariance matrices:
\begin{equation}
U(q, c_0(p),M)=\{\Sigma: \sigma_{ii}\leq M,\quad \max_j\sum_{j=1}^...
1
vote
0
answers
93
views
Bounds on the spherical measure of sub-level sets of quadratic forms
I'm wondering if there are any bounds on the spherical measure of sets of the form
$$
\mu_n\left(\{y\in S^{n-1} : \frac{y_1^2}{y_2^2} < \alpha\}\right) \leq f(\alpha)
$$
where $\alpha$ is some ...