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arXiv:1212.2012 [math.PR]AbstractReferencesReviewsResources

A Note on Matrix Concentration Inequalities via the Method of Exchangeable Pairs

Daniel Paulin

Published 2012-12-10, updated 2013-02-19Version 2

The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs". Along the way, we prove new trace inequalities for the matrix exponential.

Comments: 12 pages
Categories: math.PR, math.FA
Subjects: 60E15, 60B20, 15A42, 15A45
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