Estimating the covariance of random matrices

DOI10.1214/EJP.V18-2579zbMath1287.60014arXiv1301.6607OpenAlexW2140920630MaRDI QIDQ389013

Pierre Youssef

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6607

zbMATH Keywords

covariance matrixrandom matrixlog-concave matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

Related Items (3)

Concentration phenomena in high dimensional geometry ⋮ Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle ⋮ Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices

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