论文标题

亚指数随机矩阵的光谱规范的尾巴界限

Tail Bounds on the Spectral Norm of Sub-Exponential Random Matrices

论文作者

Dai, Guozheng, Su, Zhonggen, Wang, Hanchao

论文摘要

令$ x $为$ n \ times n $对称随机矩阵,具有独立但非分布的条目。通过使用高斯测量结果的标准浓度,获得了带有高斯条目的光谱规范的偏差不平等。本文建立了带有次指数条目的频谱规范的上尾部结合。我们的方法依赖于一种新型链条论证的关键要素,该论点本质上涉及用于链接的集合的特定结构,也涉及单位球上一个点的坐标的分布。

Let $X$ be an $n\times n$ symmetric random matrix with independent but non-identically distributed entries. The deviation inequalities of the spectral norm of $X$ with Gaussian entries have been obtained by using the standard concentration of Gaussian measure results. This paper establishes an upper tail bound of the spectral norm of $X$ with sub-Exponential entries. Our method relies upon a crucial ingredient of a novel chaining argument that essentially involves both the particular structure of the sets used for the chaining and the distribution of coordinates of a point on the unit sphere.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源