A note on time-uniform concentration inequality for matrix products
Functional Analysis
2025-11-27 v1 Probability
Statistics Theory
Statistics Theory
Abstract
This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated by the analysis of Oja's algorithms.
Keywords
Cite
@article{arxiv.2511.20794,
title = {A note on time-uniform concentration inequality for matrix products},
author = {Tuan Pham and Alessandro Rinaldo},
journal= {arXiv preprint arXiv:2511.20794},
year = {2025}
}