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

作　　者：Xianjie GAO Chao ZHANG Hongwei ZHANG 

机构地区：[1]School of Mathematical Sciences,Dalian University of Technology,Liaoning 116024,P.R.China

出　　处：《Journal of Mathematical Research with Applications》2020年第5期543-550,共8页数学研究及应用（英文版）

基　　金：Supported by the Fundamental Research Funds for the Central Universities(Grant No.DUT20LK38)。

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.

关 键 词：non-asymptotic theory largest singular value tail bound sub-Gaussian matrix 

分 类 号：O151.21[理学—数学]