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math.PR2019
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…
math.PR2019
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…