Spectral norm of products of random and deterministic matrices
暂无分享,去创建一个
[1] Charles M. Newman,et al. On uncomplemented subspaces ofLp, 1 , 1977 .
[2] János Komlós,et al. The eigenvalues of random symmetric matrices , 1981, Comb..
[3] A. Edelman. Eigenvalues and condition numbers of random matrices , 1988 .
[4] Z. Bai,et al. On the limit of the largest eigenvalue of the large dimensional sample covariance matrix , 1988 .
[5] J. W. Silverstein,et al. A note on the largest eigenvalue of a large dimensional sample covariance matrix , 1988 .
[6] Miklós Simonovits,et al. Szemerédi's Partition and Quasirandomness , 1991, Random Struct. Algorithms.
[7] Stanislaw J. Szarek,et al. Condition numbers of random matrices , 1991, J. Complex..
[8] M. Talagrand,et al. Probability in Banach Spaces: Isoperimetry and Processes , 1991 .
[9] M. Talagrand,et al. Probability in Banach spaces , 1991 .
[10] Z. Bai,et al. Limit of the smallest eigenvalue of a large dimensional sample covariance matrix , 1993 .
[11] M. Talagrand. Majorizing measures: the generic chaining , 1996 .
[12] M. Rudelson. Random Vectors in the Isotropic Position , 1996, math/9608208.
[13] M. Talagrand. A new look at independence , 1996 .
[14] Miklós Simonovits,et al. Random walks and an O*(n5) volume algorithm for convex bodies , 1997, Random Struct. Algorithms.
[15] M. Simonovits,et al. Random walks and an O * ( n 5 ) volume algorithm for convex bodies , 1997 .
[16] J. Bourgain. Random Points in Isotropic Convex Sets , 1998 .
[17] J. W. Silverstein,et al. No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices , 1998 .
[18] J. W. Silverstein,et al. EXACT SEPARATION OF EIGENVALUES OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRICES , 1999 .
[19] Yoav Seginer,et al. The Expected Norm of Random Matrices , 2000, Combinatorics, Probability and Computing.
[20] M. Ledoux. The concentration of measure phenomenon , 2001 .
[21] A. Khorunzhy. Sparse random matrices: spectral edge and statistics of rooted trees , 2001, Advances in Applied Probability.
[22] Gábor Lugosi,et al. Concentration Inequalities , 2008, COLT.
[23] R. Lata,et al. SOME ESTIMATES OF NORMS OF RANDOM MATRICES , 2004 .
[24] A. Giannopoulos,et al. Random Points in Isotropic Unconditional Convex Bodies , 2005 .
[25] R. Latala. Some estimates of norms of random matrices , 2005 .
[26] M. Rudelson. Invertibility of random matrices: norm of the inverse , 2005, math/0507024.
[27] M. Rudelson,et al. Smallest singular value of random matrices and geometry of random polytopes , 2005 .
[28] G. Paouris. Concentration of mass on convex bodies , 2006 .
[29] Mark Rudelson,et al. Lower estimates for the singular values of random matrices , 2006 .
[30] V. Milman,et al. Polynomial bounds for Large Bernoulli sections of ℓ1N , 2006 .
[31] Polynomial bounds for large Bernoulli sections of $\ell_1^N$ , 2006, math/0601369.
[32] Mark Rudelson,et al. Sampling from large matrices: An approach through geometric functional analysis , 2005, JACM.
[33] M. Rudelson,et al. The Littlewood-Offord problem and invertibility of random matrices , 2007, math/0703503.
[34] Guillaume Aubrun. Sampling convex bodies: a random matrix approach , 2007 .
[35] M. Rudelson,et al. The least singular value of a random square matrix is O(n−1/2) , 2008, 0805.3407.
[36] Ohad N. Feldheim,et al. A Universality Result for the Smallest Eigenvalues of Certain Sample Covariance Matrices , 2008, 0812.1961.
[37] M. Rudelson,et al. The smallest singular value of a random rectangular matrix , 2008, 0802.3956.
[38] T. Tao,et al. Random Matrices: the Distribution of the Smallest Singular Values , 2009, 0903.0614.
[39] R. Adamczak,et al. Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles , 2009, 0903.2323.