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Matrix Concentration for Products

Huang, De and Niles-Weed, Jonathan and Tropp, Joel A. and Ward, Rachel (2020) Matrix Concentration for Products. . (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20201218-154434116

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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.


Item Type:Report or Paper (Discussion Paper)
Related URLs:
URLURL TypeDescription
http://arxiv.org/abs/2003.05437arXivDiscussion Paper
ORCID:
AuthorORCID
Tropp, Joel A.0000-0003-1024-1791
Additional Information:Date: 4 March 2020. The authors gratefully acknowledge the funding for this work. DH was supported under NSF grant DMS-1613861. JNW and RW were supported in part by the Institute for Advanced Study, where some of this research was conducted. JAT was supported under ONR Awards N00014-17-1-2146 and N00014-18-1-2363. RW also received support from AFOSR MURI Award N00014-17-S-F006.
Funders:
Funding AgencyGrant Number
NSFDMS-1613861
Institute for Advanced StudyUNSPECIFIED
Office of Naval Research (ONR)N00014-17-1-2146
Office of Naval Research (ONR)N00014-18-1-2363
Air Force Office of Scientific Research (AFOSR)N00014-17-S-F006
Record Number:CaltechAUTHORS:20201218-154434116
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20201218-154434116
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:107219
Collection:CaltechAUTHORS
Deposited By: George Porter
Deposited On:21 Dec 2020 15:39
Last Modified:21 Dec 2020 15:39

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