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Estimating the covariance of random matrices

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Estimating the covariance of random matrices
2.	Creator	Author's name, affiliation, country	Pierre Youssef; University of Alberta; Canada
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)
4.	Description	Abstract	We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be interpreted as a quantified version of the law of large numbers for  positive semi-definite matrices which verify some regularity assumption. Beside giving examples, we discuss the notion of log-concave matrices and give estimates on the smallest and largest eigenvalues of a sum of such matrices.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2013-12-19
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/2579
10.	Identifier	Digital Object Identifier	10.1214/EJP.v18-2579
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 18
12.	Language	English=en	en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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