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2014 Subadditivity of matrix $\varphi$-entropy and concentration of random matrices
Joel Tropp, Richard Chen
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Electron. J. Probab. 19(none): 1-30 (2014). DOI: 10.1214/EJP.v19-2964

Abstract

This paper considers a class of entropy functionals defined for random matrices, and it demonstrates that these functionals satisfy a subadditivity property. Several matrix concentration inequalities are derived as an application of this result.

Citation

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Joel Tropp. Richard Chen. "Subadditivity of matrix $\varphi$-entropy and concentration of random matrices." Electron. J. Probab. 19 1 - 30, 2014. https://doi.org/10.1214/EJP.v19-2964

Information

Accepted: 2 March 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 06291198
MathSciNet: MR3174839
Digital Object Identifier: 10.1214/EJP.v19-2964

Subjects:
Primary: 60B20
Secondary: 60E15, 60F10

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Vol.19 • 2014
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