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

60E15: Inequalities; stochastic orderings

60B20: Random matrices (probabilistic aspects)

46B09: Probabilistic methods in Banach space theory

52A21: Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry)

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