Second-order matrix concentration inequalities

DOI10.1016/j.acha.2016.07.005zbMath1390.60039arXiv1504.05919OpenAlexW2962998255MaRDI QIDQ1742822

Joel A. Tropp

Publication date: 12 April 2018

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.05919

zbMATH Keywords

random matrixconcentration inequalitymoment inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

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