Timeline for Is there a relationship between infinity norm (or any other norms) of a vector and the trace of its covariance matrix?
Current License: CC BY-SA 4.0
9 events
when toggle format | what | by | license | comment | |
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S Jan 9, 2022 at 1:11 | history | suggested | CommunityBot | CC BY-SA 4.0 |
"displayed" MathJax and use of \operatorname{}
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Jan 9, 2022 at 0:21 | review | Suggested edits | |||
S Jan 9, 2022 at 1:11 | |||||
Jan 7, 2022 at 22:22 | history | edited | Spring Breeze | CC BY-SA 4.0 |
added 3 characters in body
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Jan 7, 2022 at 22:20 | comment | added | Spring Breeze | @CarloBeenakker 1) Thanks 2) yes, I missed the expectation operator. | |
Jan 7, 2022 at 22:14 | comment | added | Carlo Beenakker | 1) yes; 2) just look directly below the equation 14 you are citing; the expectation value is there. | |
Jan 7, 2022 at 22:06 | comment | added | Spring Breeze | @CarloBeenakker 1- Are you saying that the trace of square root of the covariance matrix is the same as the 2-norm? 2- What does expected value has to due with the inequality? | |
Jan 7, 2022 at 21:27 | comment | added | Carlo Beenakker | you should take the expectation value on the left-hand-side of your inequality; isn't this then just the statement that $\|x\|_\infty\leq \|x\|_2$ ? | |
S Jan 7, 2022 at 21:07 | review | First questions | |||
Jan 7, 2022 at 21:31 | |||||
S Jan 7, 2022 at 21:07 | history | asked | Spring Breeze | CC BY-SA 4.0 |