Stiene Riemer

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Let Xi,j , i, j = 1, ..., n, be independent, not necessarily identically distributed random variables with finite first moments. We show that the norm of the random matrix (Xi,j) n i,j=1 is up to a logarithmic factor of the order of E max i=1,...,n ∥∥(Xi,j)nj=1∥∥2 +E max i=1,...,n ∥∥(Xi,j)nj=1∥∥2 . This extends (and improves in most cases) the previous(More)
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