Controlling the least eigenvalue of a random Gram matrix

DOI10.1016/J.LAA.2016.03.048MaRDI QIDQ286141zbMATH OpenOpenAlexFDO

Authors P. Yas'kov

Publication date 20 May 2016

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2016.03.048

zbMATH Keywords

covariance matricesrandom matricesGram matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Positive matrices and their generalizations; cones of matrices (15B48)

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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

Cited in

(3)

• Joint inference based on Stein-type averaging estimators in the linear regression model
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
• scientific article; zbMATH DE number 7626707 (Why is no real title available?)

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