Concentration of Measure Inequalities for Toeplitz Matrices With Applications
نویسندگان
چکیده
منابع مشابه
Concentration Inequalities for the Spectral Measure of Random Matrices
where Y ∈ Rp×n is a rectangular p×n matrix with random centered entries, and both n and p ≤ n tend to infinity: typically p = p(n), and p(n)/n tends to some limit. M can be seen as the empirical covariance matrix of a random vector of dimension p sampled n times, each sample being a column of Y . It is common in applications to have a number of variables with a comparable order of magnitude wit...
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1 Dipartimento di Matematica “Guido Castelnuovo”, SAPIENZA Università di Roma, P.le A. Moro, 2, I-00185 Roma, Italy. E-mail: [email protected]. Research supported by a grant from SAPIENZA Università di Roma. 2 Dipartimento di Matematica “Guido Castelnuovo”, SAPIENZA Università di Roma, P.le A. Moro, 2, I-00185 Roma, Italy. E-mail: [email protected]. 3 Department of Mathematic...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2013
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2012.2222384