For Gaussian trace estimation, the worst tail probabilities among matrices with fixed effective rank or bounded norm pair are governed by Gamma distributions, but the tail-region thresholds remain unproven.
Don’t use gaussians in stochastic trace estima- tion
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Extremal bounds for Gaussian trace estimation
For Gaussian trace estimation, the worst tail probabilities among matrices with fixed effective rank or bounded norm pair are governed by Gamma distributions, but the tail-region thresholds remain unproven.