Estimates of norms of log-concave random matrices with dependent entries

DOI10.1214/19-EJP365MaRDI QIDQ2279300zbMATH OpenFDO

Authors Marta Strzelecka

Publication date 12 December 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.01150, https://projecteuclid.org/euclid.ejp/1569981822

zbMATH Keywords

log-concave vectorsoperator normrandom matricesunconditional vectors

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probabilistic methods in Banach space theory (46B09) Random matrices (probabilistic aspects) (60B20)

Abstract: We prove estimates for $mathbbE|X:el{l}_{p^{\prime }}^{n}oel{l}_q^m|$ for $p,qge2$ and any random matrix $X$ having the entries of the form $a_{ij}{Y}_{ij}$, where $Y=(Y_{ij}{)}_{1leilem,1lejlen}$ has i.i.d. isotropic log-concave rows. This generalises the result of Gu'edon, Hinrichs, Litvak, and Prochno for Gaussian matrices with independent entries. Our estimate is optimal up to logarithmic factors. As a byproduct we provide the analogue bound for $mimesn$ random matrices, which entries form an unconditional vector in $mathbb{R}^{mn}$. We also prove bounds for norms of matrices which entries are certain Gaussian mixtures.

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Cited in

(8)

• Randomized matrix-free trace and log-determinant estimators
• Chevet type inequality and norms of submatrices
• Tail estimates for norms of sums of log-concave random vectors
• Norms of structured random matrices
• Geometry of log-concave ensembles of random matrices and approximate reconstruction
• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
• Operator \(\ell_p \rightarrow \ell_q\) norms of random matrices with iid entries
• On \(r\)-to-\(p\) norms of random matrices with nonnegative entries: asymptotic normality and \(\ell_{\infty}\)-bounds for the maximizer

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