| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7550058 | Stochastic Processes and their Applications | 2018 | 37 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Johannes Heiny, Thomas Mikosch,
