Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

DOI10.1214/11-AOS879zbMath1220.62066arXiv1102.2925OpenAlexW1985488135MaRDI QIDQ638800

Tiefeng Jiang, T. Tony Cai

Publication date: 14 September 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2925

zbMATH Keywords

law of large numbersrandom matrixlimiting distributionmaximamoderate deviationssample correlation matrixChen-Stein methodmutual incoherence property

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

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