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20062014
most citedMatrix concentration inequalities via the method of exchangeable pairs

78 citations · 124 across the 10 of their papers we have counts for

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math.PR2013

Local Spectrum of Truncations of Kronecker Products of Haar Distributed Unitary Matrices

Brendan Farrell, Raj Rao Nadakuditi

We address the local spectral behavior of the random matrix , where is a Haar distributed unitary matrix of size , the fac…

math.PR2013

Asymptotically liberating sequences of random unitary matrices

Greg W. Anderson, Brendan Farrell

A fundamental result of free probability theory due to Voiculescu and subsequently refined by many authors states that conjugation by independent Haar-distributed random unitary ma…

math.PR2012

Smoothed analysis of symmetric random matrices with continuous distributions

Brendan Farrell, Roman Vershynin

We study invertibility of matrices of the form where is an arbitrary symmetric deterministic matrix, and is a symmetric random matrix whose independent entries have c…

math.PR2012★ 7 cited

Local Eigenvalue Density for General MANOVA Matrices

Laszlo Erdos, Brendan Farrell

We consider random n\times n matrices of the form (XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}, where X and Y have independent entries with zero mean and variance one. These matrices are th…

math.PR2012★ 78 cited

Matrix concentration inequalities via the method of exchangeable pairs

Lester Mackey, Michael I. Jordan, Richard Y. Chen +2

This paper derives exponential concentration inequalities and polynomial moment inequalities for the spectral norm of a random matrix. The analysis requires a matrix extension of t…