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arxiv: 1107.4070 · v1 · pith:OCTILN4Gnew · submitted 2011-07-20 · 🧮 math.PR · math.FA· math.MG

Tail estimates for norms of sums of log-concave random vectors

classification 🧮 math.PR math.FAmath.MG
keywords estimateslog-concavetailnormsrandomindependentisotropicoperator
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We establish new tail estimates for order statistics and for the Euclidean norms of projections of an isotropic log-concave random vector. More generally, we prove tail estimates for the norms of projections of sums of independent log-concave random vectors, and uniform versions of these in the form of tail estimates for operator norms of matrices and their sub-matrices in the setting of a log-concave ensemble. This is used to study a quantity $A_{k,m}$ that controls uniformly the operator norm of the sub-matrices with $k$ rows and $m$ columns of a matrix $A$ with independent isotropic log-concave random rows. We apply our tail estimates of $A_{k,m}$ to the study of Restricted Isometry Property that plays a major role in the Compressive Sensing theory.

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