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Applied and Computational Harmonic Analysis , volume=

4 Pith papers cite this work. Polarity classification is still indexing.

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Concentration Inequalities for Sample Cross-Covariances

math.PR · 2026-05-16 · unverdicted · novelty 6.0

Proves sharp operator-norm concentration and expectation bounds for sample cross-covariances of sub-Gaussian and Gaussian vectors, governed by effective ranks of the marginal covariances.

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