Weak variance conjecture for the spectral norm of Gaussian matrices

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Let XX be a d×dd\times d centered random matrix with jointly Gaussian entries. Define its weak variance by

σ∗(X)=sup⁡v,w∈Rd∥v∥2=∥w∥2=1(E⟨Xv,w⟩2)12.\sigma_{*}(X)=\sup_{\substack{v,w\in\mathbb{R}^{d}\\\|v\|_{2}=\|w\|_{2}=1}}\left(\mathbb{E}\langle Xv,w\rangle^{2}\right)^{\frac{1}{2}}.

Weak variance conjecture. The expected spectral norm satisfies

E∥X∥≲∥E(X∗X)∥12+∥E(XX∗)∥12+log⁡d σ∗(X).\mathbb{E}\|X\|\lesssim\|\mathbb{E}(X^{*}X)\|^{\frac{1}{2}}+\|\mathbb{E}(XX^{*})\|^{\frac{1}{2}}+\sqrt{\log d}\,\sigma_{*}(X).

The conjecture proposes that the weak variance is the parameter governing whether a logarithmic factor is necessary in noncommutative Khintchine-type bounds. The supplied text does not establish the claim or give evidence of its resolution, so its status remains open.

References

Primary source

Afonso S. Bandeira and March T. Boedihardjo, “The spectral norm of Gaussian matrices with correlated entries”, arXiv:2104.02662 (2021).

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