A Refined Non-asymptotic Tail Bound of Sub-Gaussian Matrix
Received:June 25, 2019  Revised:April 08, 2020
Key Word: non-asymptotic theory   largest singular value   tail bound   sub-Gaussian matrix  
Fund ProjectL:National Natural Science Foundation of China (Grant No.11401076 and 61473328)
Author NameAffiliationE-mail
Xianjie Gao School of Mathematical Sciences, Dalian University of Technology, xianjiegao@foxmail.com 
Chao Zhang School of Mathematical Sciences, Dalian University of Technology, chao.zhang@dlut.edu.cn 
Hongwei Zhang School of Mathematical Sciences, Dalian University of Technology, hwzhang@dlut.edu.cn 
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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.
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