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

Annals of Statistics

Volumn 39, Issue 3, 2011, Pages 1496-1525

  Tony Cai, T ^a   Tiefeng, Jiang ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Chen; Coherence; Compressed sensing matrix; Covariance structure; Law of large numbers; Limiting distribution; Maxima; Moderate deviations; Mutual incoherence property; Random matrix; Sample correlation matrix; Stein method

Indexed keywords

EID: 79957998464     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS879     Document Type: Article

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