亚高斯矩阵的精细非渐近尾界

A Refined Non-Asymptotic Tail Bound of Sub-Gaussian Matrix

中文关键词:  非渐近理论  最大奇异值  尾界  亚高斯矩阵

英文关键词:non-asymptotic theory  largest singular value  tail bound  sub-Gaussian matrix

中文摘要:

      在本文中,我们得到了亚高斯矩阵最大奇异值(软边)的精细非渐近尾界.以所得定理为基础, 我们研究了高斯Toeplitz矩阵的尾界.

英文摘要:

      In this paper, we obtain a refined non-asymptotic tail bound for the largest singular value (the soft edge) of sub-Gaussian matrix. As an application, we use the obtained theorem to compute the tail bound of the Gaussian Toeplitz matrix.