Skip to main content

Mathematical Foundation

  • Chapter
  • First Online:
Cognitive Networked Sensing and Big Data
  • 2248 Accesses

Abstract

This chapter provides the necessary background to support the rest of the book. No attempt has been made to make this book really self-contained. The book will survey many recent results in the literature. We often include preliminary tools from publications. These preliminary tools may be still too difficult for many of the audience. Roughly, our prerequisite is the graduate-level course on random variables and processes.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    A map f: XY between two topological spaces is called Borel (or Borel measurable) if f  − 1(A) is a Borel set for any open set A.

  2. 2.

    The precise meaning of this equivalence is the following: There is an absolute constant C such that property i implies property j with parameter \(K_{j} \leq CK_{i}\) for any two properties i,j = 1, 2, 3.

Bibliography

  1. N. Alon, M. Krivelevich, and V. Vu, “On the concentration of eigenvalues of random symmetric matrices,” Israel Journal of Mathematics, vol. 131, no. 1, pp. 259–267, 2002.

    Article  MathSciNet  MATH  Google Scholar 

  2. R. Qiu, Z. Hu, H. Li, and M. Wicks, Cognitiv Communications and Networking: Theory and Practice. John Wiley and Sons, 2012.

    Google Scholar 

  3. G. Lugosi, “Concentration-of-measure inequalities,” 2009.

    Google Scholar 

  4. A. Leon-Garcia, Probability, Statistics, and Random Processing for Electrical Engineering. Pearson-Prentice Hall, third edition ed., 2008.

    Google Scholar 

  5. T. Tao, Topics in Random Matrix Thoery. American Mathematical Society, 2012.

    Google Scholar 

  6. N. Nguyen, P. Drineas, and T. Tran, “Tensor sparsification via a bound on the spectral norm of random tensors,” arXiv preprint arXiv:1005.4732, 2010.

    Google Scholar 

  7. W. Hoeffding, “Probability inequalities for sums of bounded random variables,” Journal of the American Statistical Association, pp. 13–30, 1963.

    Google Scholar 

  8. G. Bennett, “Probability inequalities for the sum of independent random variables,” Journal of the American Statistical Association, vol. 57, no. 297, pp. 33–45, 1962.

    Article  MATH  Google Scholar 

  9. A. Van Der Vaart and J. Wellner, Weak Convergence and Empirical Processes. Springer-Verlag, 1996.

    Google Scholar 

  10. F. Lin, R. Qiu, Z. Hu, S. Hou, J. Browning, and M. Wicks, “Generalized fmd detection for spectrum sensing under low signal-to-noise ratio,” IEEE Communications Letters, to appear.

    Google Scholar 

  11. E. Carlen, “Trace inequalities and quantum entropy: an introductory course,” Entropy and the quantum: Arizona School of Analysis with Applications, March 16–20, 2009, University of Arizona, vol. 529, 2010.

    Google Scholar 

  12. F. Zhang, Matrix Theory. Springer Ver, 1999.

    Google Scholar 

  13. K. Abadir and J. Magnus, Matrix Algebra. Cambridge Press, 2005.

    Google Scholar 

  14. D. S. Bernstein, Matrix Mathematics: Theory, Facts, and Formulas. Princeton University Press, 2009.

    Google Scholar 

  15. J. A. Tropp, “User-friendly tail bounds for sums of random matrices.” Preprint, 2011.

    Google Scholar 

  16. N. J. Higham, Functions of Matrices: Theory and Computation. Society for Industrial and Applied Mathematics, 2008.

    Google Scholar 

  17. L. Trefethen and M. Embree, Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators. Princeton University Press, 2005.

    Google Scholar 

  18. R. Bhatia, Positive Definite Matrices. Princeton University Press, 2007.

    Google Scholar 

  19. R. Bhatia, Matrix analysis. Springer, 1997.

    Google Scholar 

  20. A. W. Marshall, I. Olkin, and B. C. Arnold, Inequalities: Theory of Majorization and Its Applications. Springer Verl, 2011.

    Google Scholar 

  21. D. Watkins, Fundamentals of Matrix Computations. Wiley, third ed., 2010.

    Google Scholar 

  22. J. A. Tropp, “On the conditioning of random subdictionaries,” Applied and Computational Harmonic Analysis, vol. 25, no. 1, pp. 1–24, 2008.

    Article  MathSciNet  MATH  Google Scholar 

  23. M. Ledoux and M. Talagrand, Probability in Banach spaces. Springer, 1991.

    Google Scholar 

  24. J. A. Tropp, J. N. Laska, M. F. Duarte, J. K. Romberg, and R. G. Baraniuk, “Beyond nyquist: Efficient sampling of sparse bandlimited signals,” Information Theory, IEEE Transactions on, vol. 56, no. 1, pp. 520–544, 2010.

    Article  MathSciNet  Google Scholar 

  25. J. Nelson, “Johnson-lindenstrauss notes,” tech. rep., Technical report, MIT-CSAIL, Available at http://web.mit.edu/minilek/www/jl_notes.pdf, 2010.

  26. H. Rauhut, “Compressive sensing and structured random matrices,” Theoretical foundations and numerical methods for sparse recovery, vol. 9, pp. 1–92, 2010.

    MathSciNet  Google Scholar 

  27. F. Krahmer, S. Mendelson, and H. Rauhut, “Suprema of chaos processes and the restricted isometry property,” arXiv preprint arXiv:1207.0235, 2012.

    Google Scholar 

  28. R. Latala, “On weak tail domination of random vectors,” Bull. Pol. Acad. Sci. Math., vol. 57, pp. 75–80, 2009.

    Article  MathSciNet  MATH  Google Scholar 

  29. W. Bednorz and R. Latala, “On the suprema of bernoulli processes,” Comptes Rendus Mathematique, 2013.

    Google Scholar 

  30. B. Gnedenko and A. Kolmogorov, Limit Distributions for Sums Independent Random Variables. Addison-Wesley, 1954.

    Google Scholar 

  31. R. Vershynin, “A note on sums of independent random matrices after ahlswede-winter.” http://www-personal.umich.edu/~romanv/teaching/reading-group/ahlswede-winter.pdf. Seminar Notes.

  32. R. Ahlswede and A. Winter, “Strong converse for identification via quantum channels,” Information Theory, IEEE Transactions on, vol. 48, no. 3, pp. 569–579, 2002.

    Article  MathSciNet  MATH  Google Scholar 

  33. T. Fine, Probability and Probabilistic Reasoning for Electrical Engineering. Pearson-Prentice Hall, 2006.

    Google Scholar 

  34. R. Oliveira, “Sums of random hermitian matrices and an inequality by rudelson,” Elect. Comm. Probab, vol. 15, pp. 203–212, 2010.

    MATH  Google Scholar 

  35. T. Rockafellar, Conjugative duality and optimization. Philadephia: SIAM, 1974.

    Book  Google Scholar 

  36. D. Petz, “A suvery of trace inequalities.” Functional Analysis and Operator Theory, 287–298, Banach Center Publications, 30 (Warszawa), 1994. http://www.renyi.hu/~petz/pdf/64.pdf.

  37. R. Vershynin, “Golden-thompson inequality.” http://www-personal.umich.edu/~romanv/teaching/reading-group/golden-thompson.pdf. Seminar Notes.

  38. I. Dhillon and J. Tropp, “Matrix nearness problems with bregman divergences,” SIAM Journal on Matrix Analysis and Applications, vol. 29, no. 4, pp. 1120–1146, 2007.

    Article  MathSciNet  Google Scholar 

  39. J. Tropp, “From joint convexity of quantum relative entropy to a concavity theorem of lieb,” in Proc. Amer. Math. Soc, vol. 140, pp. 1757–1760, 2012.

    Google Scholar 

  40. G. Lindblad, “Expectations and entropy inequalities for finite quantum systems,” Communications in Mathematical Physics, vol. 39, no. 2, pp. 111–119, 1974.

    Article  MathSciNet  MATH  Google Scholar 

  41. E. G. Effros, “A matrix convexity approach to some celebrated quantum inequalities,” vol. 106, pp. 1006–1008, National Acad Sciences, 2009.

    Google Scholar 

  42. E. Carlen and E. Lieb, “A minkowski type trace inequality and strong subadditivity of quantum entropy ii: convexity and concavity,” Letters in Mathematical Physics, vol. 83, no. 2, pp. 107–126, 2008.

    Article  MathSciNet  MATH  Google Scholar 

  43. T. Rockafellar, Conjugate duality and optimization. SIAM, 1974. Regional conference series in applied mathematics.

    Google Scholar 

  44. S. Boyd and L. Vandenberghe, Convex optimization. Cambridge Univ Pr, 2004.

    Google Scholar 

  45. J. Tropp, “Freedman’s inequality for matrix martingales,” Electron. Commun. Probab, vol. 16, pp. 262–270, 2011.

    Article  MathSciNet  MATH  Google Scholar 

  46. E. Lieb, “Convex trace functions and the wigner-yanase-dyson conjecture,” Advances in Mathematics, vol. 11, no. 3, pp. 267–288, 1973.

    Article  MathSciNet  MATH  Google Scholar 

  47. V. I. Paulsen, Completely Bounded Maps and Operator Algebras. Cambridge Press, 2002.

    Google Scholar 

  48. T. M. Cover and J. A. Thomas, Elements of Information Theory. New York: John Wiley.

    Google Scholar 

  49. J. Tropp, “User-friendly tail bounds for sums of random matrices,” Foundations of Computational Mathematics, vol. 12, no. 4, pp. 389–434, 2011.

    Article  MathSciNet  Google Scholar 

  50. F. Hansen and G. Pedersen, “Jensen’s operator inequality,” Bulletin of the London Mathematical Society, vol. 35, no. 4, pp. 553–564, 2003.

    Article  MathSciNet  MATH  Google Scholar 

  51. P. Halmos, Finite-Dimensional Vector Spaces. Springer, 1958.

    Google Scholar 

  52. V. De la Peña and E. Giné, Decoupling: from dependence to independence. Springer Verlag, 1999.

    Google Scholar 

  53. R. Vershynin, “A simple decoupling inequality in probability theory,” May 2011.

    Google Scholar 

  54. P. Billingsley, Probability and Measure. Wiley, 2008.

    Google Scholar 

  55. R. Dudley, Real analysis and probability, vol. 74. Cambridge University Press, 2002.

    Google Scholar 

  56. M. A. Arcones and E. Giné, “On decoupling, series expansions, and tail behavior of chaos processes,” Journal of Theoretical Probability, vol. 6, no. 1, pp. 101–122, 1993.

    Article  MathSciNet  MATH  Google Scholar 

  57. D. L. Hanson and F. T. Wright, “A bound on tail probabilities for quadratic forms in independent random variables,” The Annals of Mathematical Statistics, pp. 1079–1083, 1971.

    Google Scholar 

  58. S. Boucheron, G. Lugosi, and P. Massart, “Concentration inequalities using the entropy method,” The Annals of Probability, vol. 31, no. 3, pp. 1583–1614, 2003.

    Article  MathSciNet  MATH  Google Scholar 

  59. T. Tao, Topics in Random Matrix Theory. Amer Mathematical Society, 2012.

    Google Scholar 

  60. E. Wigner, “Distribution laws for the roots of a random hermitian matrix,” Statistical Theories of Spectra: Fluctuations, pp. 446–461, 1965.

    Google Scholar 

  61. M. Mehta, Random matrices, vol. 142. Academic press, 2004.

    Google Scholar 

  62. D. Voiculescu, “Limit laws for random matrices and free products,” Inventiones mathematicae, vol. 104, no. 1, pp. 201–220, 1991.

    Article  MathSciNet  MATH  Google Scholar 

  63. J. Wishart, “The generalised product moment distribution in samples from a normal multivariate population,” Biometrika, vol. 20, no. 1/2, pp. 32–52, 1928.

    Google Scholar 

  64. P. Hsu, “On the distribution of roots of certain determinantal equations,” Annals of Human Genetics, vol. 9, no. 3, pp. 250–258, 1939.

    Article  Google Scholar 

  65. U. Haagerup and S. Thorbjørnsen, “Random matrices with complex gaussian entries,” Expositiones Mathematicae, vol. 21, no. 4, pp. 293–337, 2003.

    Article  MathSciNet  MATH  Google Scholar 

  66. A. Erdelyi, W. Magnus, Oberhettinger, and F. Tricomi, eds., Higher Transcendental Functions, Vol. 1–3. McGraw-Hill, 1953.

    Google Scholar 

  67. J. Harer and D. Zagier, “The euler characteristic of the moduli space of curves,” Inventiones Mathematicae, vol. 85, no. 3, pp. 457–485, 1986.

    Article  MathSciNet  MATH  Google Scholar 

  68. R. Vershynin, “Introduction to the non-asymptotic analysis of random matrices,” Arxiv preprint arXiv:1011.3027v5, July 2011.

    Google Scholar 

  69. D. Garling, Inequalities: a journey into linear analysis. Cambridge University Press, 2007.

    Google Scholar 

  70. V. Buldygin and S. Solntsev, Asymptotic behaviour of linearly transformed sums of random variables. Kluwer, 1997.

    Google Scholar 

  71. J. Kahane, Some random series of functions. Cambridge Univ Press, 2nd ed., 1985.

    Google Scholar 

  72. M. Rudelson, “Lecture notes on non-asymptotic theory of random matrices,” arXiv preprint arXiv:1301.2382, 2013.

    Google Scholar 

  73. V. Yurinsky, Sums and Gaussian vectors. Springer-Verlag, 1995.

    Google Scholar 

  74. U. Haagerup, “The best constants in the khintchine inequality,” Studia Math., vol. 70, pp. 231–283, 1981.

    Google Scholar 

  75. R. Latala, P. Mankiewicz, K. Oleszkiewicz, and N. Tomczak-Jaegermann, “Banach-mazur distances and projections on random subgaussian polytopes,” Discrete & Computational Geometry, vol. 38, no. 1, pp. 29–50, 2007.

    Article  MathSciNet  MATH  Google Scholar 

  76. E. D. Gluskin and S. Kwapien, “Tail and moment estimates for sums of independent random variable,” Studia Math., vol. 114, pp. 303–309, 1995.

    MathSciNet  MATH  Google Scholar 

  77. M. Talagrand, The generic chaining: upper and lower bounds of stochastic processes. Springer Verlag, 2005.

    Google Scholar 

  78. M. Talagrand, Upper and Lower Bounds for Stochastic Processes, Modern Methods and Classical Problems. Springer-Verlag, in press. Ergebnisse der Mathematik.

    Google Scholar 

  79. R. M. Dudley, “The sizes of compact subsets of hilbert space and continuity of gaussian processes,” J. Funct. Anal, vol. 1, no. 3, pp. 290–330, 1967.

    Article  MathSciNet  MATH  Google Scholar 

  80. X. Fernique, “Régularité des trajectoires des fonctions aléatoires gaussiennes,” Ecole d’Eté de Probabilités de Saint-Flour IV-1974, pp. 1–96, 1975.

    Google Scholar 

  81. M. Talagrand, “Regularity of gaussian processes,” Acta mathematica, vol. 159, no. 1, pp. 99–149, 1987.

    Article  MathSciNet  MATH  Google Scholar 

  82. R. Bhattacharya and R. Rao, Normal approximation and asymptotic expansions, vol. 64. Society for Industrial & Applied, 1986.

    Google Scholar 

  83. L. Chen, L. Goldstein, and Q. Shao, Normal Approximation by Stein’s Method. Springer, 2010.

    Google Scholar 

  84. A. Kirsch, An introduction to the mathematical theory of inverse problems, vol. 120. Springer Science+ Business Media, 2011.

    Google Scholar 

  85. D. Porter and D. S. Stirling, Integral equations: a practical treatment, from spectral theory to applications, vol. 5. Cambridge University Press, 1990.

    Google Scholar 

  86. A. Soshnikov, “Poisson statistics for the largest eigenvalues of wigner random matrices with heavy tails,” Electron. Comm. Probab, vol. 9, pp. 82–91, 2004.

    MathSciNet  MATH  Google Scholar 

  87. A. Soshnikov, “A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices,” Journal of Statistical Physics, vol. 108, no. 5, pp. 1033–1056, 2002.

    Article  MathSciNet  MATH  Google Scholar 

  88. A. Soshnikov, “Level spacings distribution for large random matrices: Gaussian fluctuations,” Annals of mathematics, pp. 573–617, 1998.

    Google Scholar 

  89. A. Soshnikov and Y. Fyodorov, “On the largest singular values of random matrices with independent cauchy entries,” Journal of mathematical physics, vol. 46, p. 033302, 2005.

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2014 Springer Science+Business Media New York

About this chapter

Cite this chapter

Qiu, R., Wicks, M. (2014). Mathematical Foundation. In: Cognitive Networked Sensing and Big Data. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4544-9_1

Download citation

  • DOI: https://doi.org/10.1007/978-1-4614-4544-9_1

  • Published:

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4614-4543-2

  • Online ISBN: 978-1-4614-4544-9

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics