On generic chaining and the smallest singular value of random matrices with heavy tails
نویسندگان
چکیده
منابع مشابه
On generic chaining and the smallest singular value of random matrices with heavy tails
We present a very general chaining method which allows one to control the supremum of the empirical process suph∈H |N−1 ∑N i=1 h (Xi)− Eh2| in rather general situations. We use this method to establish two main results. First, a quantitative (non asymptotic) version of the classical Bai-Yin Theorem on the singular values of a random matrix with i.i.d entries that have heavy tails, and second, a...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2012
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2012.01.027