1. Matrix Concentration for Products.
- Author
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Huang, De, Niles-Weed, Jonathan, Tropp, Joel A., and Ward, Rachel
- Subjects
- *
MATRIX multiplications , *RANDOM matrices , *LARGE deviations (Mathematics) - Abstract
This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen–Ward, and they are similar in spirit to the results of Ahlswede–Winter and of Tropp for a sum of independent random matrices. The argument relies on the uniform smoothness properties of the Schatten trace classes. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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