All Questions
4 questions with no upvoted or accepted answers
7
votes
0
answers
759
views
Product of two random Gaussian matrices - orthant probability
Let $X \in \mathbb{R}^{m \times n}$ and $Y \in \mathbb{R}^{n \times k} $ be two independent Gaussian random matrices, i.e., with entries independently sampled from $\mathcal{N}(0,1)$ (a normal ...
3
votes
0
answers
335
views
Tail bound on trace norm / nuclear norm / Schatten-1 norm of Rademacher matrix
Let $0 < r \leq d$ integers. Let $X$, $Y$ be $d \times r$ matrices of independent Rademacher variables, that is, $X,Y \in \mathbb{R}^{d \times r}$ with entries $\pm1$ with probability $1/2$. I am ...
3
votes
0
answers
226
views
Eigenvalues of Hadamard product of two Wishart-type matrices
Given two independent Gaussian matrices with i.i.d. entries: $A\in\mathbb{R}^{n\times p}$ and $B\in\mathbb{R}^{n\times q}$, where and $A_{i,j},B_{i,j}\sim\mathcal{N}(0,1)$. Assume that $\max(p,q)<n....
3
votes
0
answers
372
views
On the precise concentration of permanent of $\pm1$ matrices
Obtain $M\in\{-1,+1\}^{n\times n}$ by unbiased coin flipping.
What is known about the distribution of permanent $\mathsf{Perm}(M)$? It seems to be bimodal.
Given a function $g(n)$ what is the ...