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}}