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2010 Sums of random Hermitian matrices and an inequality by Rudelson
Roberto Oliveira
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Electron. Commun. Probab. 15: 203-212 (2010). DOI: 10.1214/ECP.v15-1544

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.

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Roberto Oliveira. "Sums of random Hermitian matrices and an inequality by Rudelson." Electron. Commun. Probab. 15 203 - 212, 2010. https://doi.org/10.1214/ECP.v15-1544

Information

Accepted: 8 June 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1228.60017
MathSciNet: MR2653725
Digital Object Identifier: 10.1214/ECP.v15-1544

Subjects:
Primary: 60B20

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