Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 15 (2010), paper no. 19, 203-212.
Sums of random Hermitian matrices and an inequality by Rudelson
We give a new, elementary proof of a key inequality used by Rudelson in the derivation of his well-known bound for random sums of rank-one operators. Our approach is based on Ahlswede and Winter's technique for proving operator Chernoff bounds. We also prove a concentration inequality for sums of random matrices of rank one with explicit constants.
Electron. Commun. Probab., Volume 15 (2010), paper no. 19, 203-212.
Accepted: 8 June 2010
First available in Project Euclid: 6 June 2016
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Oliveira, Roberto. Sums of random Hermitian matrices and an inequality by Rudelson. Electron. Commun. Probab. 15 (2010), paper no. 19, 203--212. doi:10.1214/ECP.v15-1544. https://projecteuclid.org/euclid.ecp/1465243962