On generic chaining and the smallest singular value of random matrices with heavy tails

Mendelson, Shahar; Paouris, Grigoris

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On generic chaining and the smallest singular value of random matrices with heavy tails

Date

2012

Authors

Mendelson, Shahar

Paouris, Grigoris

Publisher

Academic Press

Abstract

We present a very general chaining method which allows one to control the supremum of the empirical process suph∈H|N-1∑i=1Nh2(Xi)-Eh2| in rather general situations. We use this method to establish two main results. First, a quantitative (non-asymptoti