NOTES FROM TERRENCE TAO RANDOM MATRIX BOOK

@inproceedings{Tao2013NOTESFT,
  title={NOTES FROM TERRENCE TAO RANDOM MATRIX BOOK},
  author={Terrence Tao},
  year={2013}
}
De nition 1. We say that a sequence of events En holds with high probability if it holds with probability 1−O(n−c) for some c > 0 which does not depend on n (i.e. one has P (En) ≥ 1− Cn−c for some C not depending of n). We say En holds with overwhelming probability if for all xed A > 0, it holds with probability 1 − O(n−A) (i.e. one has P(En) ≥ 1− CAn). De nition 2. Let X be a random variable. We say X is subgaussian if there exist C, c > 0 such that P (|X| ≥ λ) ≤ C exp ( −cλ ) for all λ > 0… CONTINUE READING

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