Extreme singular values of inhomogeneous sparse random rectangular matrices
Author:
Affiliation:
1. Department of Mathematics, University of California San Diego, La Jolla, CA 92093, USA
2. Department of Mathematics, University of California Irvine, Irvine, CA 92697, USA
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Reference64 articles.
1. Vershynin, R. (2012). Introduction to the non-asymptotic analysis of random matrices. In Compressed Sensing 210–268. Cambridge: Cambridge Univ. Press.
2. Boucheron, S., Lugosi, G. and Massart, P. (2013). Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford: Oxford Univ. Press. 10.1093/acprof:oso/9780199535255.001.0001
3. Bai, Z. and Silverstein, J.W. (2010). Spectral Analysis of Large Dimensional Random Matrices, 2nd ed. Springer Series in Statistics. New York: Springer. 10.1007/978-1-4419-0661-8
4. Vershynin, R. (2018). High-Dimensional Probability: An Introduction with Applications in Data Science. Cambridge Series in Statistical and Probabilistic Mathematics 47. Cambridge: Cambridge Univ. Press. 10.1017/9781108231596
5. Feldheim, O.N. and Sodin, S. (2010). A universality result for the smallest eigenvalues of certain sample covariance matrices. Geom. Funct. Anal. 20 88–123. 10.1007/s00039-010-0055-x
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