Upper and Lower bounds for matrix discrepancy

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Abstract: The aim of this paper is to study the matrix discrepancy problem. Assume that xi1,ldots,xin are independent scalar random variables with finite support and mathbfu1,ldots,mathbfuninmathbbCd. Let mathcalC0 be the minimal constant for which the following holds: [ { m Disc}(mathbf{u}_1mathbf{u}_1^*,ldots,mathbf{u}_nmathbf{u}_n^*; xi_1,ldots,xi_n),,:=,,min_{varepsilon_1in mathcal{S}_1,ldots,varepsilon_nin mathcal{S}_n}�igg|sum_{i=1}^nmathbb{E}[xi_i]mathbf{u}_imathbf{u}_i^*-sum_{i=1}^nvarepsilon_imathbf{u}_imathbf{u}_i^*�igg|leq mathcal{C}_0cdotsigma, ] where and mathcalSj denotes the support of xij,j=1,ldots,n. Motivated by the technology developed by Bownik, Casazza, Marcus, and Speegle, we prove mathcalC0leq3. This improves Kyng, Luh and Song's method with which mathcalC0leq4. For the case where mathbfuii=1nsubsetmathbbCd is a unit-norm tight frame with nleq2d−1 and xi1,ldots,xin are independent Rademacher random variables, we present the exact value of mDisc(mathbfu1mathbfu1∗,ldots,mathbfunmathbfun∗;xi1,ldots,xin)=sqrtfracndcdotsigma, which implies mathcalC0geqsqrt2.














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