User-Friendly Tail Bounds for Sums of Random Matrices

Tropp, J. A. (2012). User-Friendly Tail Bounds for Sums of Random Matrices. Foundations of Computational Mathematics, 389-434.

Type

Journal article

Intellectual base

Primary research

Year

2012

DOI

10.1007/s10208-011-9099-z

Link

https://doi.org/10.1007/s10208-011-9099-z

Cited by

1 citation across 1 artifact.

Domain-specific

• Matrix Chernoff Bound
  • Rather than bounding one scalar sum, it simultaneously controls every direction through \(\lambda_{\min}\) or \(\lambda_{\max}\).

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