Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
Abstract
We prove two-sided Chevet-type inequalities for independent symmetric Weibull random variables with shape parameter $r\in[1,2]$. We apply them to provide two-sided estimates for operator norms from $\ell_p^n$ to $\ell_q^m$ of random matrices $(a_ib_jX_{i,j})_{i\le m, j\le n}$, in the case when $X_{i,j}$'s are iid symmetric Weibull variables with shape parameter $r\in[1,2]$ or when $X$ is an isotropic log-concave unconditional random matrix. We also show how these Chevet-type inequalities imply two-sided bounds for maximal norms from $\ell_p^n$ to $\ell_q^m$ of submatrices of $X$ in both Weibull and log-concave settings.
- Publication:
-
arXiv e-prints
- Pub Date:
- September 2023
- DOI:
- arXiv:
- arXiv:2309.04214
- Bibcode:
- 2023arXiv230904214L
- Keywords:
-
- Mathematics - Probability;
- Mathematics - Functional Analysis
- E-Print:
- 17 pages. Corollary 3, Theorem 4, Corollary 5, Corollaries 10 &