A Refined Non-asymptotic Tail Bound of Sub-Gaussian Matrix
Probability
2019-06-26 v1
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.
Keywords
Cite
@article{arxiv.1906.10432,
title = {A Refined Non-asymptotic Tail Bound of Sub-Gaussian Matrix},
author = {Xianjie Gao and Hongwei Zhang},
journal= {arXiv preprint arXiv:1906.10432},
year = {2019}
}