Sums of random Hermitian matrices and an inequality by Rudelson
classification
🧮 math.PR
keywords
inequalityrandomsumsmatricesrudelsonahlswedeapproachbound
read the original abstract
We give a new, elementary proof of a key inequality used by Rudelson in the derivation of his well-known bound for random sums of rank-one operators. Our approach is based on Ahlswede and Winter's technique for proving operator Chernoff bounds. We also prove a concentration inequality for sums of random matrices of rank one with explicit constants.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.