Bernstein-type inequality for a class of dependent random matrices

DOI10.1142/S2010326316500064zbMath1381.60017arXiv1504.05834MaRDI QIDQ2809331

Marwa Banna, Florence Merlevède, Pierre Youssef

Publication date: 27 May 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.05834

zbMATH Keywords

random matricesBernstein inequalityabsolute regularitydeviation inequality\(\beta\)-mixing coefficients

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Related Items (6)

Rate-optimal robust estimation of high-dimensional vector autoregressive models ⋮ Singular value distribution of dense random matrices with block Markovian dependence ⋮ A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions ⋮ An exponential inequality for U-statistics under mixing conditions ⋮ Matrix Poincaré inequalities and concentration ⋮ Moment bounds for large autocovariance matrices under dependence

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• Convex trace functions and the Wigner-Yanase-Dyson conjecture
• Bernstein inequality and moderate deviations under strong mixing conditions
• On Strong Mixing Conditions for Stationary Gaussian Processes
• Strong converse for identification via quantum channels

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