Operator norm upper bound for sub-Gaussian tailed random matrices

Understand

This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices.

• A lot of attention has been put on uniformly bounded sub-Gaussian tailed random matrices with independent coefficients.
• However, little has been done for sub-Gaussian tailed random matrices whose matrix coefficients variance are not equal or for matrix for which coefficients are not independent.
• This is precisely the subject of this paper.