## Annals of Probability

### Efron–Stein inequalities for random matrices

#### Abstract

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.

#### Article information

Source
Ann. Probab., Volume 44, Number 5 (2016), 3431-3473.

Dates
Revised: August 2015
First available in Project Euclid: 21 September 2016

https://projecteuclid.org/euclid.aop/1474462103

Digital Object Identifier
doi:10.1214/15-AOP1054

Mathematical Reviews number (MathSciNet)
MR3551202

Zentralblatt MATH identifier
1378.60025

#### Citation

Paulin, Daniel; Mackey, Lester; Tropp, Joel A. Efron–Stein inequalities for random matrices. Ann. Probab. 44 (2016), no. 5, 3431--3473. doi:10.1214/15-AOP1054. https://projecteuclid.org/euclid.aop/1474462103

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