Printable PDF
Department of Mathematics,
Department of Mathematics,
University of California San Diego
****************************
Math 288 - Probability and Statistics Seminar
March Boedihardjo
UCLA
Spectral norms of Gaussian matrices with correlated entries
Abstract:
We give a non-asymptotic bound on the spectral norm of a $d\times d$ matrix $X$ with centered jointly Gaussian entries in terms of the covariance matrix of the entries. In some cases, this estimate is sharp and removes the $\sqrt{\log d}$ factor in the noncommutative Khintchine inequality. \\ \\ Joint work with Afonso Bandeira
Host: Benson Au
April 29, 2021
11:00 AM
For zoom ID and password email: bau@ucsd.edu
****************************
