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Results tagged with operator-norms
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user 108236
2
votes
Matrix trace & norm
A more general version of the result Beenakker cites that allows for normal $B$ (not just symmetric):$\newcommand\tr{\operatorname{tr}}\newcommand\E{\mathbb{E}}$
Take $x\sim\mathcal{N}(0,I)$ and reca …
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