EFRON-STEIN INEQUALITIES FOR RANDOM MATRICES
This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs.
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| Veröffentlicht in: | The Annals of probability 2016-09, Vol.44 (5), p.3431-3473 |
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| container_end_page | 3473 |
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| container_issue | 5 |
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| container_title | The Annals of probability |
| container_volume | 44 |
| creator | Paulin, Daniel Mackey, Lester Tropp, Joel A. |
| description | This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs. |
| doi_str_mv | 10.1214/15-AOP1054 |
| format | Article |
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| ispartof | The Annals of probability, 2016-09, Vol.44 (5), p.3431-3473 |
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| language | eng |
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| source | JSTOR Mathematics & Statistics; Jstor Complete Legacy; EZB-FREE-00999 freely available EZB journals; Project Euclid Complete |
| subjects | Coordinate systems Covariance matrices Inequality Mathematical inequalities Mathematical vectors Matrices Polynomials Proxy reporting Proxy statements Random variables Scalars Studies |
| title | EFRON-STEIN INEQUALITIES FOR RANDOM MATRICES |
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