相关期刊:《Journal of Mathematical Research with Applications》《Journal of Computational Mathematics》《Acta Mathematica Scientia》《Probability, Uncertainty and Quantitative Risk》更多>>
Supported by the Fundamental Research Funds for the Central Universities(Grant No.DUT20LK38)。
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 T...