Abstract
Can the behavior of a random matrix be improved by modifying a small fraction of its entries? Consider a random matrix A with i.i.d. entries. We show that the operator norm of A can be reduced to the optimal order O(n) by zeroing out a small submatrix of A if and only if the entries have zero mean and finite variance. Moreover, we obtain an almost optimal dependence between the size of the removed submatrix and the resulting operator norm. Our approach utilizes the cut norm and Grothendieck–Pietsch factorization for matrices, and it combines the methods developed recently by C. Le and R. Vershynin and by E. Rebrova and K. Tikhomirov.
Original language | English (US) |
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Pages (from-to) | 40-83 |
Number of pages | 44 |
Journal | Advances in Mathematics |
Volume | 324 |
DOIs | |
State | Published - Jan 14 2018 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- General Mathematics
Keywords
- Bai–Yin law
- Heavy tails
- Operator norm
- Random matrices