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19922019
most citedQuantitative estimates of the convergence of the empirical covariance matrix in Log-concave Ensembles

117 citations · 265 across the 28 of their papers we have counts for

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math.PR2019

Small ball probability for the condition number of random matrices

Alexander E. Litvak, Konstantin Tikhomirov, Nicole Tomczak-Jaegermann

Let be an random matrix with i.i.d. entries of zero mean, unit variance and a bounded subgaussian moment. We show that the condition number $s_{\max}(A)/s_{\min}(A)…

math.PR2018

Circular law for sparse random regular digraphs

Alexander Litvak, Anna Lytova, Konstantin Tikhomirov +2

Fix a constant and let satisfy for every large integer . Denote by the adjacency matrix of a uniform random directed -regular graph…

math.PR2018

The rank of random regular digraphs of constant degree

Alexander Litvak, Anna Lytova, Konstantin Tikhomirov +2

Let be a fixed large integer. For any larger than , let be the adjacency matrix of the random directed -regular graph on vertices, with the uniform distribu…

math.PR2018

Structure of eigenvectors of random regular digraphs

Alexander Litvak, Anna Lytova, Konstantin Tikhomirov +2

Let and be integers satisfying for some universal constants , and let . Denote by the adjacency matrix of a r…

math.PR2017★ 12 cited

The smallest singular value of a shifted -regular random square matrix

Alexander Litvak, Anna Lytova, Konstantin Tikhomirov +2

We derive a lower bound on the smallest singular value of a random -regular matrix, that is, the adjacency matrix of a random -regular directed graph. More precisely, let $C_…

math.PR2015

Adjacency matrices of random digraphs: singularity and anti-concentration

Alexander E. Litvak, Anna Lytova, Konstantin Tikhomirov +2

Let be the set of all -regular directed graphs on vertices. Let be a graph chosen uniformly at random from and be its adjac…

math.PR2015

On the interval of fluctuation of the singular values of random matrices

Olivier Guédon, Alexander E. Litvak, Alain Pajor +1

Let be a matrix whose columns are independent random vectors in . Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\lan…

math.PR2012★ 15 cited

Moment estimates for convex measures

Radosław Adamczak, Olivier Guédon, Rafał Latała +4

Let , $\eps >0$, $r\geq (1+\eps) p$, and be a -concave random vector in with Euclidean norm . We prove that $(\E |X|^{p})^{1/{p}}\leq c (C(\eps) \E…

math.PR2012★ 25 cited

A short proof of Paouris' inequality

Radosław Adamczak, Rafał Latała, Alexander E. Litvak +3

We give a short proof of a result of G. Paouris on the tail behaviour of the Euclidean norm of an isotropic log-concave random vector , stating that for every $t\ge…

math.PR2011★ 14 cited

Tail estimates for norms of sums of log-concave random vectors

Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2

We establish new tail estimates for order statistics and for the Euclidean norms of projections of an isotropic log-concave random vector. More generally, we prove tail estimates f…

math.PR2011★ 4 cited

Chevet type inequality and norms of submatrices

Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2

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 "symmet…

math.PR2011★ 12 cited

Geometry of log-concave Ensembles of random matrices and approximate reconstruction

Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2

We study the Restricted Isometry Property of a random matrix with independent isotropic log-concave rows. To this end, we introduce a parameter that controls uniforml…

math.PR2010

Sharp bounds on the rate of convergence of the empirical covariance matrix

Radosław Adamczak, Alexander E. Litvak, Alain Pajor +1

Let be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probabilit…

math.PR2009★ 17 cited

Restricted isometry property of matrices with independent columns and neighborly polytopes by random sampling

Radosław Adamczak, Alexander E. Litvak, Alain Pajor +1

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors , (). We intro…

math.PR2009★ 117 cited

Quantitative estimates of the convergence of the empirical covariance matrix in Log-concave Ensembles

Radosław Adamczak, Alexander E. Litvak, Alain Pajor +1

Let be an isotropic convex body in . Given $\eps>0$, how many independent points uniformly distributed on are needed for the empirical covariance matrix to appr…