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

DOI10.3770/J.ISSN:2095-2651.2020.05.010zbMath1463.15023arXiv1906.10432MaRDI QIDQ3385957

Chao Zhang, Xianjie Gao, Hong-Wei Zhang

Publication date: 14 January 2021

Full work available at URL: https://arxiv.org/abs/1906.10432

zbMATH Keywords

largest singular valuetail boundnon-asymptotic theorysub-Gaussian matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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