All Questions
4 questions
3
votes
1
answer
159
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About concentration of eigenvalues values of a random symmetric matrix in a specific interval
Given a random symmetric matrix $M$ and two numbers $\lambda_\min$ and $\lambda_\max$ how do we calculate the expected or high probability value of the fraction of its eigenvalues which lie in the ...
3
votes
2
answers
395
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Strictly positive solutions of a random linear system
Suppose $B\in\mathbb{R}^{m\times n}$ is a random binary matrix with i.i.d entries and $c\in \mathbb{R}^m$ is a strictly positive vector, that is $c_i>0$ for $i=1,2,\cdots m$. Also assume $m<n$, ...
4
votes
0
answers
419
views
concentration of functions of Gaussian processes
Let $\mathcal{C}\in\mathbb{R}^n$ be a subset of the unit ball. Also let $\mathbf{a}_1,\mathbf{a}_2,\ldots,\mathbf{a}_m\in\mathbb{R}^n$ be i.i.d. random Gaussian vectors $\mathcal{N}(\mathbf{0},\mathbf{...
1
vote
0
answers
295
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One-sided Talagrand concentration inequality for empirical processes
Let $\mathcal{F}$ denote a function class. A classic result by Talagrand states that
\begin{align*}
\mathbb{P}\bigg\{\sup_{f\in\mathcal{F}}\big|\sum_{i=1}^nf(X_i)-\mathbb{E}\big[\sum_{i=1}^nf(X_i)\...