A generalized Lieb's theorem and its applications to spectrum estimates for a sum of random matrices

Publication date 10 September 2019

Abstract: In this paper we prove the concavity of the

k

-trace functions,

A m a p s t o (e x t {T r}_{k} [e x p (H + l n A)])^{1 / k}

, on the convex cone of all positive definite matrices.

e x t {T r}_{k} [A]

denotes the

k_{m a t h r m t h}

elementary symmetric polynomial of the eigenvalues of

A

. As an application, we use the concavity of these

k

-trace functions to derive tail bounds and expectation estimates on the sum of the

k

largest (or smallest) eigenvalues of a sum of random matrices.

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