On the expectation of the norm of random matrices with non-identically distributed entries

Autor:	Stiene Riemer, Carsten Schuett
Jazyk:	angličtina
Rok vydání:	2013
Předmět:	Statistics and Probability Independent and identically distributed random variables Discrete mathematics 60G50 Orlicz Norm 46B09 Order (ring theory) Combinatorics Random Matrix Statistics Probability and Uncertainty 46B45 Random matrix Random variable Largest Singular Value Mathematics
Zdroj:	Electron. J. Probab.
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cab61c027671db42f310f956731c2077 http://projecteuclid.org/euclid.ejp/1465064254 Zobrazit plný text záznamu