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Sums of random Hermitian matrices and an inequality by Rudelson


 
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1. Title Title of document Sums of random Hermitian matrices and an inequality by Rudelson
 
2. Creator Author's name, affiliation, country Roberto I. Oliveira; IMPA
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random Hermitian matrices; concentration inequalities; Khintchine inequalities.
 
3. Subject Subject classification 60B20
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) CNPq (Brazil); Faperj (Rio de Janeiro, Brazil)
 
7. Date (YYYY-MM-DD) 2010-06-08
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1544
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1544
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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