Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options questions only not deleted user 78539

Statistics of spectral properties of matrix-valued random variables.

1 vote
1 answer
146 views

Given iid $w_1,\dotsc,w_N \sim N(0,1/d)$ iid, find a simple matrix $A$ s.t $\|aa^T-A\|_\text...

Let $d$ and $N$ be two large comparable integers, for example assume $$ N,d \to \infty, \quad d/N \to \gamma \in (0,\infty). $$ Let $w_1,\dotsc,w_N$ be iid from $N(0,(1/d)I_d)$ and let $f:\mathbb R \ …
2 votes
1 answer
401 views

High-probability lower bound for norm of least squares solution when both design matrix $X$ ...

Let $n,d \to \infty$ with $n/d \to \gamma \in (0,\infty)$. Let $X$ be a random $n \times d$ matrix independent rows uniformly distributed on the the unit-sphere in $\mathbb R^d$ and let $y$ be a rando …
1 vote
1 answer
410 views

Approximate the singular values of a certain random dot-product kernel matrix (in the sense ...

Let $g:\mathbb R \to \mathbb R $ be a continuous function which is "sufficiently smooth" (e.g $\mathcal C^3$) around $0$, and "sufficiently integrable" (e.g integrable w.r.t $N(0,1)$). Let $d'$ an …
0 votes
1 answer
97 views

RMT for modified Wishard matrix $Y'Y$ (where $i$th row of $Y$ is zero if $|x_i^\top u| \le \...

Let $n$ and $d$ be positive integers tending to infinity such that $d/n \to \phi \in (0,\infty)$. Let $X$ be an $n \times d$ random matrix with iid rows $x_1,\ldots,x_n$ from $N(0, \Sigma)$, where $\S …
4 votes
1 answer
320 views

Asymptotic limit of trace of random matrix $(aI_m + WW^\top)^{-1}$, where $W$ has iid rows f...

Let $m$ and $d$ be positive integers with $m,d \to \infty$ such that $m/d \to \rho \in (0,\infty)$. Let $W$ be a random $m \times d$ matrix with iid rows $w_1,\ldots,w_m \sim N(0,\Sigma)$ for a positi …
3 votes
1 answer
374 views

Concentration inequality for norm of solution to nonlinear least-squares problem

Define the piecewise-linear function $\psi(t):=\max(t,0)$ for all $t \in \mathbb R$. Let $d,n,k \to \infty$ at the same rate (i.e $n \asymp k \asymp d$). Let $y_1,\ldots,y_n \in \{-1,1\}$ uniformly …
0 votes
0 answers
28 views

Analytic / algebraic characterization of the limiting value of the unique nonnegative root o...

I'm interested in the following problem which arises from some "random matrix theory" calculations. Let $\phi,s_1,s_2, p > 0$ with $p \in [0,1]$, and set $p_1=p$, $p_2=1-p$, and $q_k := p_k s_k$ for $ …
1 vote
1 answer
75 views

Limiting value of Stieltjes transform of sum of independent Wishart matrices

Let $n_1$, $n_2$, and $d$ positive integers tending to infinity such that $d/n_k \to \phi_k \in (0,\infty)$ and $n_1/(n_1+n_2) \to p \in (0,1)$. Let $X_k$ be an $n_k \times d$ random matrix with iid r …
0 votes
0 answers
42 views

Limiting value of trace of resolvent matrix involving two independent Wishart random matrices

Let $n_1$, $n_2$, and $d$ be positive integers tending to infinity such that $$ d/n_k \to \phi_k \in (0,\infty). $$ Let $X_1 \in \mathbb R^{n_1 \times d}$ and $X_2^{n_2 \times d}$ be independent rando …
1 vote
0 answers
57 views

Limiting value of expectation of trace of truncated Gram matrix

Let $n$ and $d$ be large positive integers such that $d/n = a \in (0,1)$, fixed. Let $x_1,\ldots,x_n$ be iid random vectors from $N(0,I_d)$. Fix $b \in (0,1]$ and a unit-vector $v \in \mathbb R^d$, an …
1 vote
1 answer
195 views

Concentration of a certain simple / well-structured random multilinear polynomial with growi...

Let $k$ and $N_1$ be positive integers and set $N=kN_1$. Partition $[N] := \{1,2,\ldots,N\}$ $k$ disjoint from $G_1,\ldots,G_k$ of each of size $N_1$, and let $\mathcal T(k,N_1)$ be a transversal of t …
1 vote
0 answers
128 views

Concentration of a combinatorial sum

Let $X=(x_1,\ldots,x_p)$ be an $p \times n$ random matrix with iid entries from $\{\pm 1\}$, distributed so that $\mathbb P(x_{ij} = 1) \equiv 1/2$, where $x_i=(x_{i1},\ldots,x_{in})$. Let $y$ be a ra …
2 votes
0 answers
96 views

Limiting value of $\dfrac{1}{m}\mathrm{tr}(FAF^\top (FBF^\top)^{-1})$, where $F$ has iide $N...

Let $F=F_{m,d}$ be a random $m \times d$ matrix with iid entries from $N(0,1)$. Let $A=A_d$ and $B=B_d$ be deterministic $d \times d$ positive-definite matrices. In case it helps, it may be assumed th …
1 vote
0 answers
68 views

Limiting value of expectation of $\operatorname{tr}(BR(z))$, where $R(z) := (X^\top X - z I_...

Let $A=A(d)$, and $B=B(d)$ be (sequences of) deterministic positive-definite $d \times d$ matrices and let $X$ be an $n \times d$ random matrix with iid rows from $N(0,A)$. Let $R$ be the resolvent of …
2 votes
0 answers
119 views

Large deviation principle for product of iid bounded symmetric random variables

Let $n$ and $k$ be positive integers. Let $X$ be the empirical mean of $n$ iid Rademacher random variables. Note that the distribution of $X$ is symmetric about 0, and also $|X| \le 1$ w.p 1. Let $X_1 …

15 30 50 per page