Tail Bounds for <i>โ</i><sub>1</sub> Norm of Gaussian Random Matrices with Applications
Tail Bounds for <i>โ</i><sub>1</sub> Norm of Gaussian Random Matrices with Applications
As major components of the random matrix theory, Gaussian random matrices have been playing an important role in many fields, because they are both unitary invariant and have independent entries and can be used as models for multivariate data or multivariate phenomena. Tail bounds for eigenvalues of Gaussian random matrices โฆ