All Questions
4 questions with no upvoted or accepted answers
3
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A concentration problem of product of matrices
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 ...
3
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Concentration of sums of random matrices around the mean, in the Loewner order
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 ...
1
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Moments on the Stiefel manifold
Let $S_{n, k} = \{V \in \mathbb{R}^{n \times k} : V^T V = I_k\}$ denote the Stiefel manifold, $1 \leq k \leq n$.
Let $P \in \mathbb{R}^{n \times n}$ denote a symmetric real, positive definite matrix, ...
1
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0
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Multilinear non-commutative Khintchine inequality
Let $g_1,\ldots,g_k$ be independent standard Gaussians and for each index $(i_1,\ldots,i_k)\in [n]^k$ let $A_{i_1,\ldots,i_k}$ be a $d\times d$ symmetric matrix.
Question: Is there a known bound for ...