Freedman's inequality for matrix martingales

DOI10.1214/ECP.V16-1624zbMath1225.60017arXiv1101.3039OpenAlexW2137798267MaRDI QIDQ638273

Joel A. Tropp

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.3039

zbMATH Keywords

large deviationrandom matrixprobability inequalitydiscrete-time martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

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