A Walk From Free Probability to Matrix Discrepancy III: Higher Rank Kadison-Singer and Spectrally Thin Trees
Let $A_1,\ldots,A_N$ be positive semidefinite matrices of rank at most $r$, with $\sum_i A_i=I$ and $\norm{A_i}\le\varepsilon$. We prove that one sign can be assigned to each original matrix with discrepancy $O(\sqrt{\varepsilon\log(2r)})$, independently of their dimension and number, which is known to be optimal upto...