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Subadditivity of matrix phi-entropy and concentration of random matrices

  
@article{EJP2964,
	author = {Joel Tropp and Richard Chen},
	title = {Subadditivity of matrix phi-entropy and concentration of random matrices},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {Entropy; inequalities; random matrices; large deviations},
	abstract = {

This paper considers a class of entropy functionals defined for random matrices, and it demonstrates that these functionals satisfy a subadditivity property.  Several matrix concentration inequalities are derived as an application of this result.

}, pages = {no. 27, 1-30}, issn = {1083-6489}, doi = {10.1214/EJP.v19-2964}, url = {http://ejp.ejpecp.org/article/view/2964}}