Deviation inequalities for the spectral norm of structured random matrices

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2025-02-13 DOI:10.1016/j.spl.2025.110378

Guozheng Dai, Zhonggen Su

引用次数: 0

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

p

-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.

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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