Electron. J. Probab. 18 (2013), no. 29, DOI: 10.1214/EJP.v18-2103


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 results of Seginer and Latała.

Cite this paper

@inproceedings{Riemer2013ElectronJP, title={Electron. J. Probab. 18 (2013), no. 29, DOI: 10.1214/EJP.v18-2103}, author={Stiene Riemer and Carsten Sch{\"{u}tt}, year={2013} }