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arxiv: 1803.03868 · v4 · pith:HRU7GWMInew · submitted 2018-03-10 · 🧮 math.PR · math.FA

Perturbation bounds for eigenspaces under a relative gap condition

classification 🧮 math.PR math.FA
keywords operatorperturbationboundsconditioneigenspacesrelativeunderachieved
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A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the subspace distance, taylored for structured random perturbations. As a main example, we consider the empirical covariance operator, and show that a sharp bound can be achieved under a relative gap condition. The proof is based on a novel contraction phenomenon, contrasting previous spectral perturbation approaches.

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