78 citations · 124 across the 10 of their papers we have counts for
Showing 2012 · math.PRShow all
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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…