Matrix Concentration for Products
Probability
2020-03-12 v1
Abstract
This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of Ahlswede-Winter and of Tropp for a sum of independent random matrices. The argument relies on the uniform smoothness properties of the Schatten trace classes.
Keywords
Cite
@article{arxiv.2003.05437,
title = {Matrix Concentration for Products},
author = {De Huang and Jonathan Niles-Weed and Joel A. Tropp and Rachel Ward},
journal= {arXiv preprint arXiv:2003.05437},
year = {2020}
}
Comments
21 pages