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Department of Mathematics,
University of California San Diego

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Graduate Students in Probability Seminar

Yizhe Zhu

UCSD

Upper Bounds on the Spectral Norm of Random Matrices

Abstract:

We will talk about several methods of proving non-asymptotic bounds on the spectral norm of random matrices including epsilon-net argument and Slepian's lemma. The main idea is to relate the spectral norm of a random matrix to the supremum of a random process.

January 29, 2020

2:00 PM

AP&M 6402

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