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.
"Efron–Stein inequalities for random matrices." Ann. Probab. 44 (5) 3431 - 3473, September 2016. https://doi.org/10.1214/15-AOP1054