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Matrix Poincaré inequalities and concentration
Richard Aoun, Marwa Banna, Pierre Youssef
We show that any probability measure satisfying a Matrix Poincaré inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequali…
Outliers in spectrum of sparse Wigner matrices
Konstantin Tikhomirov, Pierre Youssef
In this paper, we study the effect of sparsity on the appearance of outliers in the semi-circular law. Let be a sequence of random symmetric matrices such that…
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…
Minimax of an n-dimensional Brownian motion
Konstantin Tikhomirov, Pierre Youssef
For some absolute constants , and any , we show that with probability close to one the convex hull of the -dimensional Brownian motion ${\rm conv}\{BM_n(t):\…