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：
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
收藏
页码：543 / 550
页数：8
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