Timeline for Good upper-bound for $\mathbb E_A[e^{-t\|A\|_2}]$, for $t\ge0$ and random m by n matrix with iid entries with law $N(0,1)$
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 25, 2020 at 15:23 | vote | accept | dohmatob | ||
| Apr 25, 2020 at 15:02 | comment | added | dohmatob | Great. Thanks for the reference. At the moment, I also came across this reference arxiv.org/pdf/1003.2990.pdf. A little twist: largest singular value of A is the square root of the largest eigenvalue of $AA^T$. | |
| Apr 25, 2020 at 14:57 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |