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7 votes
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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 ...
Daniel Soudry's user avatar
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 ...
arriopolis's user avatar
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....
M-Brust's user avatar
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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 ...
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