All Questions

Let $A$ be an $n \times m$ matrix with non-negative entries and $B \in \mathbb{R^{n\times n}_{\geq 0}}, C \in \mathbb{R^{m\times m}_{\geq 0}}$ be random matrices where B and C are both symmetric and ...

Recently, I have found myself interested in concentration properties of random matrices. Specifically I would like to answer questions of the following sort Let $\{X_i\}_{i=1}^n$ be i.i.d. copies ...

Matrix Chernoff bounds (see also this arXiv paper) are usually used to give upper bounds on the largest eigenvalue of a finite sum of random matrices. Sometimes it can also be used to give a lower ...