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Sharp nonasymptotic bounds on the norm of random matrices with independent entries

ANNALS OF PROBABILITY, no. 4 (2014): 2479.0-2506.0

Cited by: 70|Views5

Abstract

This bound is optimal in the sense that a matching lower bound holds under mild assumptions, and the constants are sufficiently sharp that we can often capture the precise edge of the spectrum. Analogous results are obtained for rectangular matrices and for more general sub-Gaussian or heavy-tailed distributions of the entries, and we der...More

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