Finding a large submatrix of a Gaussian random matrix
We consider the problem of finding a k × k submatrix of an n × n matrix with i.i.d. standard Gaussian entries, which has a large average entry. It was shown in [Bhamidi, Dey and Nobel (2012)] using nonconstructive methods that the largest average value of a k × k submatrix is 2(1 + o(1))√log n/k, wi...
Main Authors: | , |
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Other Authors: | , |
Format: | Article |
Language: | English |
Published: |
Institute of Mathematical Statistics,
2019-03-01T17:28:56Z.
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Subjects: | |
Online Access: | Get fulltext |