Report
Sharp Bounds for the Concentration of the Resolvent in Convex Concentration Settings
| العنوان: | Sharp Bounds for the Concentration of the Resolvent in Convex Concentration Settings |
|---|---|
| المؤلفون: | Louart, Cosme |
| سنة النشر: | 2022 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, Mathematics Subject Classification 2000: 15A52, 60B12, 62J10 |
| الوصف: | Considering random matrix $X \in \mathcal M_{p,n}$ with independent columns satisfying the convex concentration properties issued from a famous theorem of Talagrand, we express the linear concentration of the resolvent $Q = (I_p - \frac{1}{n}XX^T) ^{-1}$ around a classical deterministic equivalent with a good observable diameter for the nuclear norm. The general proof relies on a decomposition of the resolvent as a series of powers of $X$. Comment: 18p + 4 Appendix + 1 references. arXiv admin note: text overlap with arXiv:2010.09877 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2201.00284 |
| رقم الانضمام: | edsarx.2201.00284 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |