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On the expectation of the norm of random matrices with non-identically distributed entries

   
@article{EJP2103,
	author = {Carsten Schuett and Stiene Riemer},
	title = {On the expectation of the norm of random matrices with non-identically distributed entries},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {18},
	year = {2013},
	keywords = {Random Matrix; Largest Singular Value; Orlicz Norm},
	abstract = {
Let $X_{i,j}$, $i,j=1,...,n$, be independent, not necessarily identically distributed random variables with finite first moments. We show that the norm of the random matrix $(X_{i,j})_{i,j=1}^n$ is up to a logarithmic factor of the order of $\mathbb{E}\max\limits_{i=1,...,n}\left\Vert(X_{i,j})_{j=1}^n\right\Vert_2+\mathbb{E}\max\limits_{i=1,...,n}\left\Vert(X_{i,j})_{j=1}^n\right\Vert_2$. This extends (and improves in most cases) the previous results of Seginer and Latala.
},
	pages = {no. 29, 1-13},
	issn = {1083-6489},
	doi = {10.1214/EJP.v18-2103},    
        url = {http://ejp.ejpecp.org/article/view/2103}}