N. Srivastava

activity

20082023

most citedCovariance estimation for distributions with

2 + ε

moments

72 citations · 174 across the 24 of their papers we have counts for

collaborators

Showing 2020 · math.PRShow all

3 papers · 2 filters

math.PR2020★ 1 cited

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 $d \times d$ matrix valued function…

math.PR2020★ 2 cited

Overlaps, Eigenvalue Gaps, and Pseudospectrum under real Ginibre and Absolutely Continuous Perturbations

Jess Banks, Jorge Garza Vargas, Archit Kulkarni +1

Let $G_{n}$ be an $n \times n$ matrix with real i.i.d. $N (0, 1/ n)$ entries, let $A$ be a real $n \times n$ matrix with $∥ A ∥ \leq 1$ , and let $γ \in (0, 1)$ . We show that with p…

math.PR2020★ 4 cited

On Concentration Inequalities for Random Matrix Products

Tarun Kathuria, Satyaki Mukherjee, Nikhil Srivastava

Consider $n$ complex random matrices $X_{1}, \dots, X_{n}$ of size $d \times d$ sampled i.i.d. from a distribution with mean $E [X] = μ$ . While the concentration of averages of these matric…