##### Department of Mathematics,

University of California San Diego

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### 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

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