Chevet type inequality and norms of submatrices
Probability
2015-01-06 v1 Functional Analysis
Metric Geometry
Abstract
We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of expectation of the supremum of "symmetric exponential" processes compared to the Gaussian ones in the Chevet inequality. This is used to give sharp upper estimate for a quantity that controls uniformly the Euclidean operator norm of the sub-matrices with rows and columns of an isotropic log-concave unconditional random matrix. We apply these estimates to give a sharp bound for the Restricted Isometry Constant of a random matrix with independent log-concave unconditional rows. We show also that our Chevet type inequality does not extend to general isotropic log-concave random matrices.
Keywords
Cite
@article{arxiv.1107.4066,
title = {Chevet type inequality and norms of submatrices},
author = {Radosław Adamczak and Rafał Latała and Alexander E. Litvak and Alain Pajor and Nicole Tomczak-Jaegermann},
journal= {arXiv preprint arXiv:1107.4066},
year = {2015}
}