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Results tagged with random-matrices
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user 495074
Statistics of spectral properties of matrix-valued random variables.
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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 …
