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arXiv 2012.140822020-12math.PR

Matrix Deviation Inequality for $\ell_{p}$-Norm

Te-Chun Wang, Yuan-Chung Sheu

备注：: 22 pages

英文摘要：

Motivated by the general matrix deviation inequality for i.i.d ensemble Gaussian matrix, we study its universality property. As a starting point for this problem, we show that this property holds for $\ell_{p}$-norm with $1\leq p< \infty$ and i.i.d ensemble sub-Gaussian random matrix, which is a random matrix with i.i.d mean-zero, unit variance, sub-Gaussian entries.

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