Deviation Inequalities for the Spectral Norm of Structured Random Matrices
Probability
2024-05-14 v2
Abstract
We study the deviation inequality for the spectral norm of structured random matrices with non-gaussian entries. In particular, we establish an optimal bound for the -th moment of the spectral norm by transfering the spectral norm into the suprema of canonical processes. A crucial ingredient of our proof is a comparison of weak and strong moments. As an application, we show a deviation inequality for the smallest singular value of a rectangular random matrix.
Cite
@article{arxiv.2401.09263,
title = {Deviation Inequalities for the Spectral Norm of Structured Random Matrices},
author = {Guozheng Dai and Zhonggen Su},
journal= {arXiv preprint arXiv:2401.09263},
year = {2024}
}