English

Concentration inequalities for random tensors

Probability 2025-10-07 v5

Abstract

We show how to extend several basic concentration inequalities for simple random tensors X=x1xdX = x_1 \otimes \cdots \otimes x_d where all xkx_k are independent random vectors in Rn\mathbb{R}^n with independent coefficients. The new results have optimal dependence on the dimension nn and the degree dd. As an application, we show that random tensors are well conditioned: (1o(1))nd(1-o(1)) n^d independent copies of the simple random tensor XRndX \in \mathbb{R}^{n^d} are far from being linearly dependent with high probability. We prove this fact for any degree d=o(n/logn)d = o(\sqrt{n/\log n}) and conjecture that it is true for any d=O(n)d = O(n).

Keywords

Cite

@article{arxiv.1905.00802,
  title  = {Concentration inequalities for random tensors},
  author = {Roman Vershynin},
  journal= {arXiv preprint arXiv:1905.00802},
  year   = {2025}
}

Comments

A typo is corrected in the statement of Theorem 1.3

R2 v1 2026-06-23T08:55:20.982Z