  In this paper we consider non-asymptotic behavior of the real compound
Wishart matrices that generalize the classical real Wishart distribution. In
particular, we consider matrices of the form 1/nXBX', where X consists of real
centered Gaussian elements and B is an arbitrary real matrix and sequences of
such matrices for varying n. We show how the expectation of deviations from the
mean can be bounded for compound Wishart matrices.
