Efron-Stein Inequalities for Random Matrices
classification
🧮 math.PR
math.FA
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inequalitiesrandomefron-steinmatricesanalogousboucheronconcentrationconstructed
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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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