Controlling the least eigenvalue of a random Gram matrix
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Cites work
- scientific article; zbMATH DE number 1949153 (Why is no real title available?)
- A note on the Hanson-Wright inequality for random vectors with dependencies
- Bounding the smallest singular value of a random matrix without concentration
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
- Covariance estimation for distributions with \({2+\varepsilon}\) moments
- Eigenvalue distribution of large random matrices
- Lower bounds on the smallest eigenvalue of a sample covariance matrix.
- On higher order isotropy conditions and lower bounds for sparse quadratic forms
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
- On the spectrum of sample covariance matrices for time series
- Random weighted projections, random quadratic forms and random eigenvectors
- Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
- Sparse recovery under weak moment assumptions
- Twice-Ramanujan sparsifiers
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