Do you want to publish a course? Click here

On $r$-to-$p$ norms of random matrices with nonnegative entries: Asymptotic normality and $ell_infty$-bounds for the maximizer

131   0   0.0 ( 0 )
 Added by Debankur Mukherjee
 Publication date 2020
  fields
and research's language is English




Ask ChatGPT about the research

For an $ntimes n$ matrix $A_n$, the $rto p$ operator norm is defined as $$|A_n|_{rto p}:= sup_{boldsymbol{x} in mathbb{R}^n:|boldsymbol{x}|_rleq 1 } |A_nboldsymbol{x}|_pquadtext{for}quad r,pgeq 1.$$ For different choices of $r$ and $p$, this norm corresponds to key quantities that arise in diverse applications including matrix condition number estimation, clustering of data, and finding oblivious routing schemes in transportation networks. This article considers $rto p$ norms of symmetric random matrices with nonnegative entries, including adjacency matrices of ErdH{o}s-Renyi random graphs, matrices with positive sub-Gaussian entries, and certain sparse matrices. For $1< pleq r< infty$, the asymptotic normality, as $ntoinfty$, of the appropriately centered and scaled norm $|A_n|_{rto p}$ is established. When $p geq 2$, this is shown to imply, as a corollary, asymptotic normality of the solution to the $ell_p$ quadratic maximization problem, also known as the $ell_p$ Grothendieck problem. Furthermore, a sharp $ell_infty$-approximation bound for the unique maximizing vector in the definition of $|A_n|_{rto p}$ is obtained. This result, which may be of independent interest, is in fact shown to hold for a broad class of deterministic sequences of matrices having certain asymptotic expansion properties. The results obtained can be viewed as a generalization of the seminal results of F{u}redi and Koml{o}s (1981) on asymptotic normality of the largest singular value of a class of symmetric random matrices, which corresponds to the special case $r=p=2$ considered here. In the general case with $1< pleq r < infty$, spectral methods are no longer applicable, and so a new approach is developed, which involves a refined convergence analysis of a nonlinear power method and a perturbation bound on the maximizing vector.



rate research

Read More

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of these matrices are correlated and no smallness or sparseness of these correlations is assumed. It is shown that the eigenvalue distribution measures still converge to a semicircle but with random scaling. We also investigate the asymptotic behavior of the corresponding $ell_2$-operator norms. The key to our analysis is a generalisation of a classic result by de Finetti that allows to represent the underlying probability spaces as averages of Wigner band ensembles with entries that are not necessarily centred. Some of our results appear to be new even for such Wigner band matrices.
We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0 < p < 1$. We address an analogous question for $p$-Renyi entropy for $p$ in the same range.
139 - Christian Houdre , Hua Xu 2007
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these random matrices, such as the largest eigenvalue or the largest singular value.
Handelman (J. Operator Theory, 1981) proved that if the spectral radius of a matrix $A$ is a simple root of the characteristic polynomial and is strictly greater than the modulus of any other root, then $A$ is conjugate to a matrix $Z$ some power of which is positive. In this article, we provide an explicit conjugate matrix $Z$, and prove that the spectral radius of $A$ is a simple and dominant eigenvalue of $A$ if and only if $Z$ is eventually positive. For $ntimes n$ real matrices with each row-sum equal to $1$, this criterion can be declined into checking that each entry of some power is strictly larger than the average of the entries of the same column minus $frac{1}{n}$. We apply the criterion to elements of irreducible infinite nonaffine Coxeter groups to provide evidences for the dominance of the spectral radius, which is still unknown.
We prove non-asymptotic stretched exponential tail bounds on the height of a randomly sampled node in a random combinatorial tree, which we use to prove bounds on the heights and widths of random trees from a variety of models. Our results allow us to prove a conjecture and settle an open problem of Janson (https://doi.org/10.1214/11-PS188), and nearly prove another conjecture and settle another open problem from the same work (up to a polylogarithmic factor). The key tool for our work is an equivalence in law between the degrees along the path to a random node in a random tree with given degree statistics, and a random truncation of a size-biased ordering of the degrees of such a tree. We also exploit a Poissonization trick introduced by Camarri and Pitman (https://doi.org/10.1214/EJP.v5-58) in the context of inhomogeneous continuum random trees, which we adapt to the setting of random trees with fixed degrees. Finally, we propose and justify a change to the conventions of branching process nomenclature: the name Galton-Watson trees should be permanently retired by the community, and replaced with the name Bienayme trees.
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا