A universal expectation bound on empirical projections of deformed random matrices

DOI10.1007/S10959-013-0517-9zbMath1323.60016arXiv1209.5943OpenAlexW2035030036MaRDI QIDQ495712

Kamil Jurczak

Publication date: 15 September 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5943

zbMATH Keywords

singular value decompositionrandom matricesrandom projections

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cites Work

• The singular values and vectors of low rank perturbations of large rectangular random matrices
• A remark on almost sure convergence of weighted sums
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• A note on the largest eigenvalue of a large dimensional sample covariance matrix
• The Brunn-Minkowski inequality in Gauss space
• An elementary proof of the strong law of large numbers
• Some estimates of norms of random matrices

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