Sums of random Hermitian matrices and an inequality by Rudelson - Mathematics > ProbabilityReport as inadecuate




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Abstract: We give a new, elementary proof of a key inequality used by Rudelson in thederivation of his well-known bound for random sums of rank-one operators. Ourapproach is based on Ahlswede and Winter-s technique for proving operatorChernoff bounds. We also prove a concentration inequality for sums of randommatrices of rank one with explicit constants.



Author: Roberto Imbuzeiro Oliveira

Source: https://arxiv.org/







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