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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Concentration inequality for the spectral norm of the product of normalized Gaussian (and su...
Vershynin, R. Spectral norm of products of random and deterministic matrices. Probab. Theory Relat. Fields 150, 471–509 (2011).
This result is a sharp bound on the spectral norm of $W=BA$, where $A$ i …