Efron-Stein Inequalities for Random Matrices

Published 15 Aug 2014 in math.PR and math.FA | (1408.3470v1)

Abstract: This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs.

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