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Chevet type inequality and norms of submatrices
Chevet type inequality norms of submatrices Probability
2011/9/15
Abstract: We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of expectation of the supremum of "symmetric expone...
Complex Orthogonal Designs with Forbidden $2 \times 2$ Submatrices
Complex Orthogonal Forbidden Information Theory
2011/9/13
Abstract: Complex orthogonal designs (CODs) are used to construct space-time block codes. COD $\mathcal{O}_z$ with parameter $[p, n, k]$ is a $p \times n$ matrix, where nonzero entries are filled by $...
CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution
CLT submatrices Wigner random matrices II Stochastic evolution
2010/11/22
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nest...
Finding approximately rank-one submatrices with the nuclear norm and l1 norm
rank-one submatrices the nuclear norm and l1 norm
2010/11/15
We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions f...
On the maximal size of Large-Average and ANOVA-fit Submatrices in a Gaussian Random Matrix
analysis of variance data mining Gaussian random matrix large average sub-matrix random matrix theory
2010/11/29
We investigate the maximal size of distinguished submatrices of a Gaussian random matrix. Of interest are submatrices whose entries have average greater than or equal to a positive constant, and subma...