Spectral norm bound for the product of random Fourier-Walsh matrices
Libin Zhu, Damek Davis, Dmitriy Drusvyatskiy, Maryam Fazel
TL;DR
The paper studies the spectral properties of products of random Fourier-Walsh matrices by analyzing $M= A_1^{\top}(A_2A_2^{\top})\cdots(A_mA_m^{\top})A_{m+1}$ with $A_i=X_{{\mathcal S}_i}\mathrm{Diag}(w^{(i)})$. Using a moment-method framework coupled with a detailed combinatorial decomposition (partitioning indices, feature collapse, and subscripts relabeling), the authors derive conditions under which the operator norm of the expectation, $\|\mathbb{E}M\|_{op}$, remains controlled and tends to zero as the ambient dimension $d$ grows, provided degree bounds $|S_i|\le p_i$, trivial intersections among the ${\mathcal S}_i$, and small weights $w^{(i)}=O_d(n^{-1/2}\wedge d^{-p_i/2})$. The main result shows $\|\mathbb{E}M\|_{op} = O_d(d^{p_j})\|w^{(1)}\|_\infty\|w^{(m+1)}\|_\infty$ for any $j$ with ${\mathcal S}_j$ distinct from ${\mathcal S}_1$ and ${\mathcal S}_{m+1}$, revealing a polynomial-in-$d$ regime where the norm vanishes when $d^{p_j}=o(n)$. The paper further extends the analysis to more general unions of set families and discusses relaxing assumptions, broadening applicability to random Boolean matrices and Fourier-analytic spectral questions. This work links Fourier analysis of Boolean functions with random-matrix techniques to establish precise spectral bounds for dependent random matrix products with potential implications for learning theory and spectral analysis of Boolean-derived data.
Abstract
We consider matrix products of the form $A_1(A_2A_2)^\top\ldots(A_{m}A_{m}^\top)A_{m+1}$, where $A_i$ are normalized random Fourier-Walsh matrices. We identify an interesting polynomial scaling regime when the operator norm of the expected matrix product tends to zero as the dimension tends to infinity.
