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2013 On the expectation of the norm of random matrices with non-identically distributed entries
Carsten Schuett, Stiene Riemer
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Electron. J. Probab. 18: 1-13 (2013). DOI: 10.1214/EJP.v18-2103

Abstract

<p>Let $X_{i,j}$, $i,j=1,...,n$, be independent, not necessarily identically distributed random variables with finite first moments. We show that the norm of the random matrix $(X_{i,j})_{i,j=1}^n$ is up to a logarithmic factor of the order of $\mathbb{E}\max\limits_{i=1,...,n}\left\Vert(X_{i,j})_{j=1}^n\right\Vert_2+\mathbb{E}\max\limits_{i=1,...,n}\left\Vert(X_{i,j})_{j=1}^n\right\Vert_2$. This extends (and improves in most cases) the previous results of Seginer and Latala.</p>

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Carsten Schuett. Stiene Riemer. "On the expectation of the norm of random matrices with non-identically distributed entries." Electron. J. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/EJP.v18-2103

Information

Accepted: 22 February 2013; Published: 2013
First available in Project Euclid: 4 June 2016

zbMATH: 1284.60019
MathSciNet: MR3035757
Digital Object Identifier: 10.1214/EJP.v18-2103

Subjects:
Primary: 46B09
Secondary: 46B45, 60G50

JOURNAL ARTICLE
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