Sums of random Hermitian matrices and an inequality by Rudelson
Probability
2010-04-23 v1
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.
Keywords
Cite
@article{arxiv.1004.3821,
title = {Sums of random Hermitian matrices and an inequality by Rudelson},
author = {Roberto Imbuzeiro Oliveira},
journal= {arXiv preprint arXiv:1004.3821},
year = {2010}
}
Comments
12 pages, submitted.