On generic chaining and the smallest singular value of random matrices with heavy tails

DOI10.1016/j.jfa.2012.01.027zbMath1242.60008arXiv1108.3886OpenAlexW2018971882MaRDI QIDQ418699

Shahar Mendelson, Grigoris Paouris

Publication date: 30 May 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3886

zbMATH Keywords

random matricesempirical processesgeneric chainingBai-Yin theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Foundations of stochastic processes (60G05)

Related Items (11)

On Multiplier Processes Under Weak Moment Assumptions ⋮ On the interval of fluctuation of the singular values of random matrices ⋮ Sampling discretization and related problems ⋮ Upper bounds on product and multiplier empirical processes ⋮ Bounds for Stochastic Processes on Product Index Spaces ⋮ Suprema of canonical Weibull processes ⋮ General nonexact oracle inequalities for classes with a subexponential envelope ⋮ Phase retrieval: stability and recovery guarantees ⋮ Learning without Concentration ⋮ On a contraction property of Bernoulli canonical processes ⋮ Quantitative Version of a Silverstein’s Result

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Order statistics and concentration of \(l_r\) norms for log-concave vectors
• Empirical processes with a bounded \(\psi_1\) diameter
• Sharp bounds on the rate of convergence of the empirical covariance matrix
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• How close is the sample covariance matrix to the actual covariance matrix?
• Regularity of Gaussian processes
• Some limit theorems for empirical processes (with discussion)
• Concentration of mass on convex bodies
• The Brunn-Minkowski inequality in Gauss space
• Random vectors in the isotropic position
• Estimation of moments of sums of independent real random variables
• Global versus local asymptotic theories of finite-dimensional normed spaces
• Weak convergence and empirical processes. With applications to statistics
• Reconstruction and subgaussian operators in asymptotic geometric analysis
• Chevet type inequality and norms of submatrices
• Non-asymptotic theory of random matrices: extreme singular values
• Sampling convex bodies: a random matrix approach
• Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
• On Weak Tail Domination of Random Vectors
• Uniform Central Limit Theorems
• The Supremum of Some Canonical Processes
• The Generic Chaining
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• RANDOM POINTS IN ISOTROPIC UNCONDITIONAL CONVEX BODIES

This page was built for publication: On generic chaining and the smallest singular value of random matrices with heavy tails