随机矩阵的Efron-Stein不等式

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2014-08-15 DOI:10.1214/15-AOP1054

D. Paulin, Lester W. Mackey, J. Tropp

引用次数: 31

摘要

本文建立了由独立随机变量构成的随机矩阵的新的集中不等式。这些结果与Boucheron等人提出的广义Efron-Stein不等式类似。证明依赖于可交换对的方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Efron–Stein inequalities for random matrices

This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron–Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs.

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.