ﻻ يوجد ملخص باللغة العربية
A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.
The goal of this paper is to establish relative perturbation bounds, tailored for empirical covariance operators. Our main results are expansions for empirical eigenvalues and spectral projectors, leading to concentration inequalities and limit theor
Consider the projection of an $n$-dimensional random vector onto a random $k_n$-dimensional basis, $k_n leq n$, drawn uniformly from the Haar measure on the Stiefel manifold of orthonormal $k_n$-frames in $mathbb{R}^n$, in three different asymptotic
We prove that Ising models on the hypercube with general quadratic interactions satisfy a Poincar{e} inequality with respect to the natural Dirichlet form corresponding to Glauber dynamics, as soon as the operator norm of the interaction matrix is sm
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carre du champ of a Markov process in an abstract space. It leads to a time reversal formula for a wide cla
We establish the existence of smooth densities for solutions to a broad class of path-dependent SDEs under a Hormander-type condition. The classical scheme based on the reduced Malliavin matrix turns out to be unavailable in the path-dependent contex