中文

凸集中设置下预解式集中的锐界

概率论 2022-01-04 v1

摘要

考虑具有独立列且满足由 Talagrand 著名定理导出的凸集中性质的随机矩阵 XMp,nX \in \mathcal M_{p,n},我们用核范数的良好可观测直径,将预解式 Q=(Ip1nXXT)1Q = (I_p - \frac{1}{n}XX^T) ^{-1} 围绕经典确定性等价量的线性集中表示出来。一般证明依赖于将预解式分解为 XX 的幂级数。

关键词

引用

@article{arxiv.2201.00284,
  title  = {Sharp Bounds for the Concentration of the Resolvent in Convex Concentration Settings},
  author = {Cosme Louart},
  journal= {arXiv preprint arXiv:2201.00284},
  year   = {2022}
}

备注

18p + 4 Appendix + 1 references. arXiv admin note: text overlap with arXiv:2010.09877