Skip to main content

On the Expectation of Operator Norms of Random Matrices

  • Chapter
  • First Online:
Geometric Aspects of Functional Analysis

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2169))

Abstract

We prove estimates for the expected value of operator norms of Gaussian random matrices with independent (but not necessarily identically distributed) and centered entries, acting as operators from \(\ell_{p^{{\ast}}}^{n}\) to q m, 1 ≤ p  ≤ 2 ≤ q < .

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 59.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 79.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. A. Bandeira, R. van Handel, Sharp nonasymptotic bounds on the norm of random matrices with independent entries. Ann. Probab. 44, 2479–2506 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  2. G. Bennett, V. Goodman, C.M. Newman, Norms of random matrices. Pac. J. Math. 59 (2), 359–365 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  3. Y. Benyamini, Y. Gordon, Random factorization of operators between Banach spaces. J. Anal. Math. 39, 45–74 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  4. S. Chevet, Séries de variables aléatoires gaussiennes à valeurs dans \(E\hat{ \otimes }_{\varepsilon }F\). Application aux produits d’espaces de Wiener abstraits, in Séminaire sur la Géométrie des Espaces de Banach (1977–1978), pages Exp. No. 19, 15 (École Polytech., Palaiseau, 1978)

    Google Scholar 

  5. B.S. Cirel’son, I.A. Ibragimov, V.N. Sudakov, Norms of Gaussian sample functions, in Proceedings of the Third Japan-USSR Symposium on Probability Theory (Tashkent, 1975). Lecture Notes in Mathematics, vol. 550 (Springer, Berlin, 1976), pp. 20–41

    Google Scholar 

  6. K.R. Davidson, S.J. Szarek, Addenda and corrigenda to: “Local operator theory, random matrices and Banach spaces”, in Handbook of the Geometry of Banach Spaces, vol. 2 (North-Holland, Amsterdam, 2003)

    Google Scholar 

  7. K.R. Davidson, S.J. Szarek, Local operator theory, random matrices and Banach spaces, in Handbook of the Geometry of Banach Spaces, vol. 1 (North-Holland, Amsterdam, 2003)

    Google Scholar 

  8. T. Figiel, On the moduli of convexity and smoothness. Stud. Math. 56 (2), 121–155 (1976)

    MathSciNet  MATH  Google Scholar 

  9. Y. Gordon, Some inequalities for gaussian processes and applications. Isr. J. Math. 50, 265–289 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  10. Y. Gordon, A.E. Litvak, C. Schütt, E. Werner, Orlicz norms of sequences of random variables. Ann. Probab. 30 (4), 1833–1853 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  11. Y. Gordon, A.E. Litvak, C. Schütt, E. Werner, Uniform estimates for order statistics and Orlicz functions. Positivity 16 (1), 1–28 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  12. O. Guédon, S. Mendelson, A. Pajor, N. Tomczak-Jaegermann, Majorizing measures and proportional subsets of bounded orthonormal systems. Rev. Mat. Iberoam. 24 (3), 1075–1095 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  13. O. Guédon, M. Rudelson, Moments of random vectors via majorizing measures. Adv. Math. 208 (2), 798–823 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  14. J. Hoffmann-Jørgensen, Sums of independent Banach space valued random variables. Stud. Math. 52, 159–186 (1974)

    MathSciNet  MATH  Google Scholar 

  15. R. Latała, Some estimates of norms of random matrices. Proc. Am. Math. Soc. 133 (5), 1273–1282 (electronic) (2005)

    Google Scholar 

  16. M. Ledoux, The Concentration of Measure Phenomenon. Mathematical Surveys and Monographs, vol. 89 (American Mathematical Society, Providence, RI, 2001)

    Google Scholar 

  17. B. Maurey, G. Pisier, Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach. Stud. Math. 58 (1), 45–90 (1976)

    MATH  Google Scholar 

  18. G. Pisier, Martingales with values in uniformly convex spaces. Isr. J. Math. 20 (3–4), 326–350 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  19. G. Pisier, Q. Xu, Non-commutative L p-spaces, in Handbook of the Geometry of Banach Spaces, vol. 2 (North-Holland, Amsterdam, 2003), pp. 1459–1517

    Google Scholar 

  20. S. Riemer, C. Schütt, On the expectation of the norm of random matrices with non-identically distributed entries. Electron. J. Probab. 18 (29), 1–13 (2013)

    MathSciNet  Google Scholar 

  21. M. Rudelson, O. Zeitouni, Singular values of gaussian matrices and permanent estimators. Random Struct. Algorithm. 48, 183–212 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  22. Y. Seginer, The expected norm of random matrices. Combin. Probab. Comput. 9, 149–166 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  23. J.A. Tropp, User-friendly tail bounds for sums of random matrices. Found. Comput. Math. 12 (4), 389–434 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  24. R. Van Handel, On the spectral norm of gaussian random matrices. Trans. Am. Math. Soc. (to appear)

    Google Scholar 

  25. J. von Neumann, H.H. Goldstine, Numerical inverting of matrices of high order. Bull. Am. Math. Soc. 53 (11), 1021–1099 (1947)

    Article  MathSciNet  MATH  Google Scholar 

  26. E.P. Wigner, Characteristic vectors of bordered matrices with infinite dimensions. Ann. Math. 62 (3), 548–564 (1955)

    Article  MathSciNet  MATH  Google Scholar 

  27. E.P. Wigner, On the distribution of the roots of certain symmetric matrices. Ann. Math. 67 (2), 325–327 (1958)

    Article  MathSciNet  MATH  Google Scholar 

  28. J. Wishart, The generalised product moment distribution in samples from a normal multivariate population. Biometrika 20A (1/2), 32–52 (1928)

    Article  MATH  Google Scholar 

Download references

Acknowledgements

Part of this work was done while Alexander E. Litvak visited Joscha Prochno at the Johannes Kepler University in Linz (supported by FWFM 1628000). Alexander E. Litvak thanks the support of the Bézout Research Foundation (Labex Bézout) for the invitation to the University Marne la Vallée (France).

We would also like to thank our colleague R. Adamczak for helpful comments. We are grateful to the anonymous referee for many useful comments and remarks helping us to improve the presentation as well as for showing the argument outlined in the last section.

J. Prochno was supported in parts by the Austrian Science Fund, FWFM 1628000.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alexander E. Litvak .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Guédon, O., Hinrichs, A., Litvak, A.E., Prochno, J. (2017). On the Expectation of Operator Norms of Random Matrices. In: Klartag, B., Milman, E. (eds) Geometric Aspects of Functional Analysis. Lecture Notes in Mathematics, vol 2169. Springer, Cham. https://doi.org/10.1007/978-3-319-45282-1_10

Download citation

Publish with us

Policies and ethics