Displaying similar documents to “Sparse recovery with pre-Gaussian random matrices”

Generalized q-deformed Gaussian random variables

Marek Bożejko, Hiroaki Yoshida (2006)

Banach Center Publications

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We produce generalized q-Gaussian random variables which have two parameters of deformation. One of them is, of course, q as for the usual q-deformation. We also investigate the corresponding Wick formulas, which will be described by some joint statistics on pair partitions.

Universality for certain hermitian Wigner matrices under weak moment conditions

Kurt Johansson (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality...

Gaussian Approximation of Moments of Sums of Independent Random Variables

Marcin Lis (2012)

Bulletin of the Polish Academy of Sciences. Mathematics

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We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.

Smallest singular value of sparse random matrices

Alexander E. Litvak, Omar Rivasplata (2012)

Studia Mathematica

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We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances from below. This allows us to consider matrices with null entries or, more generally, with entries having small variances. Our results do not assume identical distribution of the entries of a random matrix and help to clarify the role of the variances...

On the product of triangular random variables

Mridula Garg, Sangeeta Choudhary, Saralees Nadarajah (2009)

Applicationes Mathematicae

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We derive the probability density function (pdf) for the product of three independent triangular random variables. It involves consideration of various cases and subcases. We obtain the pdf for one subcase and present the remaining cases in tabular form. We also indicate how to calculate the pdf for the product of n triangular random variables.