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

被引：0

作者：

Xianjie GAO ^{[1
]}

Chao ZHANG ^{[1
]}

Hongwei ZHANG ^{[1
]}

机构：

[1] School of Mathematical Sciences, Dalian University of Technology

来源：

Journal of Mathematical Research with Applications | 2020年 / 40卷 / 05期

基金：

中央高校基本科研业务费专项资金资助;

关键词：

D O I：

暂无

中图分类号：

O151.21 [矩阵论];

学科分类号：

070104 ;

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.

引用

页码：543 / 550

页数：8

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