72 citations · 174 across the 24 of their papers we have counts for
6 papers · 1 filter
Many nodal domains in random regular graphs
Shirshendu Ganguly, Theo McKenzie, Sidhanth Mohanty +1
Let be a random -regular graph. We prove that for every constant , with high probability every eigenvector of the adjacency matrix of with eigenvalue less than $-2…
Scalar Poincaré Implies Matrix Poincaré
Ankit Garg, Tarun Kathuria, Nikhil Srivastava
We prove that every reversible Markov semigroup which satisfies a Poincaré inequality satisfies a matrix-valued Poincaré inequality for Hermitian matrix valued function…
Overlaps, Eigenvalue Gaps, and Pseudospectrum under real Ginibre and Absolutely Continuous Perturbations
Jess Banks, Jorge Garza Vargas, Archit Kulkarni +1
Let be an matrix with real i.i.d. entries, let be a real matrix with , and let . We show that with p…
On Concentration Inequalities for Random Matrix Products
Tarun Kathuria, Satyaki Mukherjee, Nikhil Srivastava
Consider complex random matrices of size sampled i.i.d. from a distribution with mean . While the concentration of averages of these matric…
A Matrix Expander Chernoff Bound
Ankit Garg, Yin Tat Lee, Zhao Song +1
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is…
Covariance estimation for distributions with moments
Nikhil Srivastava, Roman Vershynin
We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with…