On the expectation of operator norms of random matrices

2016/03/08 by Olivier Guédon, Guédon, Olivier, Aicke Hinrichs +4
Mathematics · Decision Sciences · Economics, Econometrics and Finance · #Random Matrices and Applications #Probability and Risk Models #Stochastic processes and financial applications

paper · doi:10.48550/arxiv.1603.02401

Abstract

We prove estimates for the expected value of operator norms of Gaussian random matrices with independent and mean-zero entries, acting as operators from ℓ^m_p^* to ℓ_qⁿ, 1≤ p^* ≤ 2 ≤ q ≤ ∞.

Related

• On the Expectation of the Norm of Random Matrices with Non-Identically Distributed
• Operator ℓ^∞ → ℓ^∞ norm of products of random matrices
• The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach
• On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ_∞-bounds for the maximizer
• Norms of random matrices: local and global problems