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Sums of random Hermitian matrices and an inequality by Rudelson (2010)
by
Roberto Imbuzeiro Oliveira
| Venue: | ELECT. COMM. IN PROBAB. 15 (2010), 203–212 |
| Citations: | 33 - 1 self |
BibTeX
@MISC{Oliveira10sumsof,
author = {Roberto Imbuzeiro Oliveira},
title = {Sums of random Hermitian matrices and an inequality by Rudelson},
year = {2010}
}
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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.
