Gaussian measures on spaces, 0 ≤ p < ∞
T. Byczkowski (1977)
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T. Byczkowski (1977)
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T. Byczkowski (1976)
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J. Rosiński (1984)
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Jan Rosiński, Zdzisław Suchanecki (1980)
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J. D. Chergui (1994)
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For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.
Papageorgiou, Nikolaos S. (1988)
International Journal of Mathematics and Mathematical Sciences
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