Sharp bounds on the rate of convergence of the empirical covariance matrix
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Publication:627752
DOI10.1016/j.crma.2010.12.014zbMath1208.60006arXiv1012.0294WikidataQ105583602 ScholiaQ105583602MaRDI QIDQ627752
Nicole Tomczak-Jaegermann, Alain Pajor, Radosław Adamczak, Alexander E. Litvak
Publication date: 3 March 2011
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0294
60E15: Inequalities; stochastic orderings
60B20: Random matrices (probabilistic aspects)
60F15: Strong limit theorems
46B09: Probabilistic methods in Banach space theory
52A21: Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry)
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Cites Work
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Random points in the unit ball of \(\ell^{ n }_{ p }\)
- Concentration of mass on convex bodies
- Isoperimetric problems for convex bodies and a localization lemma
- Sampling convex bodies: a random matrix approach
- Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
- Random walks and anO*(n5) volume algorithm for convex bodies
