\random" Random Matrix Products
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چکیده
منابع مشابه
Spectral Norm of Products of Random and Deterministic Matrices
We study the spectral norm of matrices W that can be factored as W = BA, where A is a random matrix with independent mean zero entries and B is a fixed matrix. Under the (4 + ε)-th moment assumption on the entries of A, we show that the spectral norm of such an m×n matrix W is bounded by √ m + √ n, which is sharp. In other words, in regard to the spectral norm, products of random and determinis...
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An elementary theorem on subadditive sequences provides the key to a far-reaching theory of subadditive processes. One important instance of this theory is the limit theory for products of stationary random matrices. This paper shows that the subadditive inequality that governs the log of the norm of ordinary matrix products also governs other functions of several generalized matrix products. T...
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