Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles

Journal of the American Mathematical Society

Volumn 23, Issue 2, 2010, Pages 535-561

  Adamczak, Radoslaw ^a   Litvak, Alexander E ^b   Pajor, Alain ^c   Tomczak Jaegermann, Nicole ^b  

^a UNIVERSITY OF WARSAW   (Poland)

^b UNIVERSITY OF ALBERTA   (Canada)

^c UFR des Sciences et Technologie   (France)

Author keywords

Approximation of covariance matrices; Convex bodies; Isotropic measures; Log concave measures; Norm of random matrices; Random matrices; Uniform laws of large numbers

Indexed keywords

EID: 77749271023     PISSN: 08940347     EISSN: None     Source Type: Journal    
DOI: 10.1090/S0894-0347-09-00650-X     Document Type: Article

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