2024/01/17 by Dai, Guozheng, Su, Zhonggen
#FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2401.09263
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.