1,240 research outputs found

    Random homogenization of coercive Hamilton-Jacobi equations in 1d

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    In this paper, we will prove the random homogenization of general coercive non-convex Hamilton-Jacobi equations in one dimensional case. This extends the result of Armstrong, Tran and Yu when the Hamiltonian has a separable form H(p,x,ω)=H(p)+V(x,ω)H(p,x,\omega)=H(p)+V(x,\omega) for any coercive H(p)H(p)

    Small-Deviation Inequalities for Sums of Random Matrices

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    Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices. Although there are intensive studies on the large-deviation inequalities for random matrices, only a few of works discuss the small-deviation behavior of random matrices. In this paper, we present the small-deviation inequalities for the largest eigenvalues of sums of random matrices. Since the resulting inequalities are independent of the matrix dimension, they are applicable to the high-dimensional and even the infinite-dimensional cases
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