Controlling the least eigenvalue of a random Gram matrix

DOI10.1016/J.LAA.2016.03.048zbMATH Open1381.60024OpenAlexW2337305305MaRDI QIDQ286141FDOQ286141

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

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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)

Cites Work

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• On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
• Sparse recovery under weak moment assumptions
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• Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
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• Random weighted projections, random quadratic forms and random eigenvectors
• Covariance estimation for distributions with \({2+\varepsilon}\) moments
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• On the Spectrum of Sample Covariance Matrices for Time Series
• On higher order isotropy conditions and lower bounds for sparse quadratic forms
• Twice-ramanujan sparsifiers
• A note on the Hanson-Wright inequality for random vectors with dependencies

Cited In (3)

• Joint inference based on Stein-type averaging estimators in the linear regression model
• Title not available (Why is that?)
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS

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