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Some estimates of norms of random matrices

Rafał Latała

Source record

Source: Crossref

Published: Dec 15, 2004

DOI: 10.1090/s0002-9939-04-07800-1

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Source abstract

We show that for any random matrix ( X i j ) (X_{ij}) with independent mean zero entries E‖(Xij)‖≤C(maxi∑jEXij2+maxj∑iEXij2+∑ijEXij44),E∥(Xij)∥≤C(max⁡i∑jEXij2+max⁡j∑iEXij2+∑ijEXij44), E ‖ ( X i j ) ‖ ≤ C ( max i ∑ j E X i j 2 + max j ∑ i E X i j 2 + ∑ i j E X i j 4 4 ) , \mathbf {E}\|(X_{ij})\|\leq C \Big (\max _{i}\sqrt {\sum _{j}\mathbf {E} X_{ij}^{2}}+ \max _{j}\sqrt {\sum _{i}\mathbf {E} X_{ij}^{2}}+ \sqrt [4]{\sum _{ij} \mathbf {E} X_{ij}^{4}} \Big ), where C C is some universal constant.

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