Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles

DOI10.1090/S0894-0347-09-00650-XzbMath1206.60006arXiv0903.2323WikidataQ105583999 ScholiaQ105583999MaRDI QIDQ3584355

Radosław Adamczak, Alain Pajor, Nicole Tomczak-Jaegermann, Alexander E. Litvak

Publication date: 27 August 2010

Published in: Journal of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2323

zbMATH Keywords

convex bodies isotropic measures log-concave measures sample covariance matrices

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Probabilistic methods in Banach space theory (46B09) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21)

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