A log-det inequality for random matrices

DOI10.1137/140954647MaRDI QIDQ5502148zbMATH OpenOpenAlexFDO

Authors Meik Dörpinghaus, Norbert Gaffke, Lorens A. Imhof, R. Mathar

Publication date 17 August 2015

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a91b6c6eb61964f747d921bd6b71fe811f8387c8

zbMATH Keywords

random matrixeigenvalueconditional entropyrearrangement inequalitychannel capacityRado-type inequalityexpectation inequalityL-superadditive functionMuirhead-type inequality

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15) Information theory (general) (94A15) Miscellaneous inequalities involving matrices (15A45)

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Cited in

(5)

• Identities and inequalities for the expected values of random matrices and loewner's theory
• Randomized matrix-free trace and log-determinant estimators
• A non-convex tensor rank approximation for tensor completion
• Random matrices, log-gases and Holder regularity
• Geometry of log-concave ensembles of random matrices and approximate reconstruction

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