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We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results.
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Anderson, Greg W.G. W., Guionnet, AliceA. andZeitouni, OferO. (2010). An Introduction to Random Matrices. Cambridge Studies in Advanced Mathematics 118. Cambridge Univ. Press, Cambridge
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Oliveira, Roberto ImbuzeiroR. I. (2010). Sums of random Hermitian matrices and an inequality by Rudelson. Electron. Commun. Probab. 15 203–212
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Rudelson, MarkM. andVershynin, RomanR. (2010). Non-asymptotic theory of random matrices: Extreme singular values. In Proceedings of the International Congress of Mathematicians. Volume III 1576–1602. Hindustan Book Agency, New Delhi
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Riemer, StieneS. andSchütt, CarstenC. (2013). On the expectation of the norm of random matrices with non-identically distributed entries. Electron. J. Probab. 18 no. 29, 13
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Benaych-Georges, FlorentF. andPéché, SandrineS. (2014). Largest eigenvalues and eigenvectors of band or sparse random matrices. Electron. Commun. Probab. 19 no. 4, 9
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Talagrand, MichelM. (2014). Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems. Ergebnisse der Mathematik und Ihrer Grenzgebiete. 3. Folge. A Series of Modern Surveys in Mathematics [Results in Mathematics and Related Areas. 3rd Series. A Series of Modern Surveys in Mathematics] 60. Springer, Heidelberg
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