Conjecture on norm comparison for matrices with independent columns

Let AA be an m×nm \times n matrix whose columns AiA_i are independent, mean zero, subgaussian random vectors in Rm\mathbb{R}^m with \normAiψ2K\norm*{A_i}_{\psi_2} \leq K. For a subset TRnT \subset \mathbb{R}^n, let γ(T)\gamma(T) denote the relevant geometric complexity functional, and let DD be the diagonal matrix satisfying

Di,i=\normAi2.D_{i,i}=\norm{A_i}_2.

Norm-comparison conjecture. One has

EsupxT\abs[]\normAx2\normDx2C(K)γ(T),\operatorname{\mathbb{E}}\sup_{x\in T}\abs[\Big]{\norm{Ax}_2-\norm{Dx}_2}\leq C(K)\gamma(T),

where C(K)C(K) depends only on KK. This conjecture asks whether the normalized-column assumption can be removed from the paper's norm-comparison result for random matrices with independent columns.

Sources & referencesView supporting material

Primary source

Yaniv Plan and Roman Vershynin, “Random matrices acting on sets: Independent columns”, arXiv:2502.16827 (2025).

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