A comparison principle for functions of a uniformly random subspace
نویسندگان
چکیده
This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related comparison holds for any convex function of a random matrix drawn from the Stiefel manifold. For certain norms, a reversed inequality is also valid. Mathematics Subject Classification (2010) Primary: 60B20
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تاریخ انتشار 2011