Matrix Concentration for Products.

Authors :: Huang, De
Niles-Weed, Jonathan
Tropp, Joel A.
Ward, Rachel
Source :: Foundations of Computational Mathematics. Dec2022, Vol. 22 Issue 6, p1767-1799. 33p.
Publication Year :: 2022
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]