EFRON-STEIN INEQUALITIES FOR RANDOM MATRICES

Daniel Paulin,Lester Mackey,Joel A. Tropp

ANNALS OF PROBABILITY（2016）

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摘要

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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关键词

Concentration inequalities,Stein's method,random matrix,noncommutative,exchangeable pairs,coupling,bounded differences,Efron-Stein inequality,trace inequality

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