Recent developments in non-asymptotic theory of random matrices

MaRDI QIDQ5178622zbMATH OpenFDO

Authors Mark Rudelson

Publication date 16 March 2015

Full work available at URL https://arxiv.org/abs/1301.2382

zbMATH Keywords

algorithmsconvergenceprobability boundsrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications in high-dimensional convexity, analysis of convergence of algorithms, as well as in random matrix theory itself. In these notes we survey some recent results in this area and describe the techniques aimed for obtaining explicit probability bounds.

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Cited in

(22)

• Random vectors in the isotropic position
• Approximate Spielman-Teng theorems for the least singular value of random combinatorial matrices
• Rank deficiency of random matrices
• Singularity of sparse Bernoulli matrices
• A remark on the smallest singular value of powers of Gaussian matrices
• Small-deviation inequalities for sums of random matrices
• Structured random matrices
• The cylindrical width of transitive sets
• Non-asymptotic theory of random matrices: extreme singular values
• Complex random matrices have no real eigenvalues
• Invertibility of sparse non-Hermitian matrices
• scientific article; zbMATH DE number 7128792 (Why is no real title available?)
• L^p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
• On the smallest singular value of symmetric random matrices
• Anticoncentration in Ramsey graphs and a proof of the Erdős–McKay conjecture
• The smallest singular value of a shifted random matrix
• On the smoothed analysis of the smallest singular value with discrete noise
• A large deviation inequality for the rank of a random matrix
• Hyper-pyramid-adapted shearlet transform with application to compressive level set estimation
• On the Spielman-Teng conjecture
• A class of sparse Johnson-Lindenstrauss transforms and analysis of their extreme singular values
• No-gaps delocalization for general random matrices

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