On the expectation of operator norms of random matrices
Olivier Gu\'edon, Aicke Hinrichs, Alexander E. Litvak, Joscha, Prochno

TL;DR
This paper provides estimates for the expected operator norms of Gaussian random matrices acting between specific spaces, advancing understanding of their probabilistic behavior in high-dimensional settings.
Contribution
It introduces new bounds for the expected operator norms of Gaussian matrices between spaces with different p and q norms, extending previous results.
Findings
Derived bounds for Gaussian matrix operator norms between spaces
Applicable to matrices with independent, mean-zero entries
Enhances understanding of high-dimensional random matrix behavior
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 to , .
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Taxonomy
TopicsRandom Matrices and Applications · Probability and Risk Models · Stochastic processes and financial applications
