报告题目:Concentration Inequalities for Structured Random Matrices
报告人:浙江大学 苏中根
报告时间:2023.5.15 周一 下午4:00-5:00
报告地点:管理楼1418
摘要:
Structured (nonhomogeneous) random matrices often appear in applied mathematics like high dimensional probability and statistics, image compressing, signal recovery. Among the typical examples are diagonal matrix, random band matrix, sparse matrix. Compared to well-studied Wigner(Hermitian) matrix, there are few probabilistic limit theorems for structured random matrices. Instead,the focus is mainly upon the tail bounds of spectral norms, that is concentration inequalities. In this talk we will briefly review some recent research advances and open problems around structured random matrices.