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arXiv · 1510.01623

Maximum moments of sum of independent random matrices

March Boedihardjo
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Abstract

We show that the maximum moments of the sum of independent positive semidefinite random matrices with given norm upper bounds and norms of expectations is attained when all the random matrices are the multiplications of certain random variables and the identity matrix.

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March Boedihardjo. 2015-10-06. Maximum moments of sum of independent random matrices. https://arxiv.org/abs/1510.01623

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