Moment and exponential estimation for the distribution of the norms for random matrices martingales (2401.13326v1)

Abstract: We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic dimension of the extremal points of the unit ball for a basic space. These estimates allow us to deduce in particular the exponential decreasing tail of distribution for these norms of matrix martingales. We bring also some examples in order to show the exactness of the obtained estimations.