Random points in the unit ball of ^ n _ p

DOI10.1007/S11117-005-0039-5MaRDI QIDQ865009zbMATH OpenOpenAlexFDO

Authors G. Aubrun

Publication date 13 February 2007

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-005-0039-5

zbMATH Keywords

\(\ell^n_p\) spacesrandom matricesrandom vectorsuniformly distributed independent rows

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21)

Review text

Two well-known results in random matrix theory are due to \textit{V. A. Marčenko} and \textit{L. A. Pastur} [Math. USSR, Sb. 1, 457--483 (1967; Zbl 0162.22501)], and \textit{Z. D. Bai} and \textit{Y. Q. Yin} [Ann. Probab. 21, No. 3, 1275--1294 (1993; Zbl 0779.60026)]. In the paper under review, the author proves analogs of those theorems, in the case where the condition ``identically distributed independent entries is replaced by ``uniformly distributed (on a certain ball of \(\ell_n^p\)) independent rows.

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Cites work

• A probabilistic approach to the geometry of the \(\ell^n_p\)-ball
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• Sampling convex bodies: a random matrix approach

Cited in

(15)

• Random Dirichlet type functions on the unit ball of \(\mathbb{C}^n\)
• Distributions of eigenvalues of large Euclidean matrices generated from l_p balls and spheres
• Circular law theorem for random Markov matrices
• Randomization of \(\mathbb Q_p\) spaces on the unit ball of \(\mathbb C^n\)
• The spectrum of random kernel matrices: universality results for rough and varying kernels
• Aspects of large random Markov kernels
• Sampling convex bodies: a random matrix approach
• Limiting spectral distribution for a type of sample covariance matrices
• Limiting spectral distribution of a new random matrix model with dependence across rows and columns
• On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
• Circumspheres of sets of n + 1 random points in the d-dimensional Euclidean unit ball (1 ≤ n ≤ d)
• Marchenko–Pastur law with relaxed independence conditions
• Sharp bounds on the rate of convergence of the empirical covariance matrix
• Random embedding of \({\ell_p^n}\) into \({\ell_r^N}\)
• The Dirichlet Markov ensemble

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