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比利时vs摩洛哥足彩 ,
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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