Topics in Random Matrices and Statistical Machine Learning
This thesis consists of two independent parts: random matrices, which form the first one-third of this thesis, and machine learning, which constitutes the remaining part. The main results of this thesis are as follows: a necessary and sufficient condition for the inverse moments of $(m,n,\beta)$-Laguerre matrices and compound Wishart matrices to be finite; the universal weak consistency and the strong consistency of the $k$-nearest neighbor rule in metrically sigma-finite dimensional spaces and metrically finite dimensional spaces respectively. In Part I, the Chapter 1 introduces the $(m,n,\beta)$-Laguerre matrix, Wishart and compound Wishart matrix and their joint eigenvalue distribution. While in Chapter 2, a necessary and sufficient condition to have finite inverse moments has been derived. In Part II, the Chapter 1 introduces the various notions of metric dimension and differentiation property followed by our proof for the necessary part of Preiss' result. Further, Chapter 2 gives an introduction to the mathematical concepts in statistical machine learning and then the $k$-nearest neighbor rule is presented in Chapter 3 with a proof of Stone's theorem. In chapters 4 and 5, we present our main results and some possible future directions based on it.
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