A Refined Non-Asymptotic Tail Bound of Sub-Gaussian Matrix
Received:June 25, 2019  Revised:May 02, 2020
Key Words: non-asymptotic theory   largest singular value   tail bound   sub-Gaussian matrix  
Fund Project:Supported by the Fundamental Research Funds for the Central Universities (Grant No.DUT20LK38).
Author NameAffiliation
Xianjie GAO School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Chao ZHANG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Hongwei ZHANG School of Mathematical Sciences, Dalian University of Technology, Liaoning 116024, P. R. China 
Hits: 740
Download times: 281
Abstract:
      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.
Citation:
DOI:10.3770/j.issn:2095-2651.2020.05.010
View Full Text  View/Add Comment  Download reader
  Copyright © Journal of Mathematical Research with Applications
Sponsored by：Dalian University of Technology, China Society for Industrial and Applied Mathematics
Address：No.2 Linggong Road, Ganjingzi District, Dalian City, Liaoning Province, P. R. China , Postal code ：116024
Service Tel：86-411-84707392 Email：jmre@dlut.edu.cn
Designed by Beijing E-tiller Co.,Ltd.
Due to security factors, early browsers cannot log in. It is recommended to log in with IE10, IE11, Google, Firefox, and 360 new browsers.