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}}