2025/06/22 by Tiankun, Dai Guozheng Diao
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2506.17965
Let A be an m × n random matrix, where each entry is an i.i.d.sub-exponential random variable with mean 0 and variance (1)/(m2). We demonstrate that, with high probability, the sub-exponential matrix A can be used for the exact reconstruction of s-sparse vectors via ℓ1-minimization, provided that m ≥ C1 s log((C2 n)/(s)). This improves upon the existing results by Adamczak et al.