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Subadditivity of matrix phi-entropy and concentration of random matrices


 
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1. Title Title of document Subadditivity of matrix phi-entropy and concentration of random matrices
 
2. Creator Author's name, affiliation, country Joel A. Tropp; California Institute of Technology; United States
 
2. Creator Author's name, affiliation, country Richard Yuhua Chen; California Institute of Technology; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Entropy; inequalities; random matrices; large deviations
 
3. Subject Subject classification 60B20; 60E15; 60F10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) ONR, AFOSR, Sloan Foundation, Moore Foundation
 
7. Date (YYYY-MM-DD) 2014-03-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2964
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-2964
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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