Article ID Journal Published Year Pages File Type
7550058 Stochastic Processes and their Applications 2018 37 Pages PDF
Abstract
In our proofs we use the method of moments combined with a Path-Shortening Algorithm, which efficiently uses the structure of sample correlation matrices, to calculate precise bounds for matrix norms. We believe that this new approach could be of further use in random matrix theory.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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