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arXiv · 1004.3821

Sums of random Hermitian matrices and an inequality by Rudelson

Roberto Imbuzeiro Oliveira
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Abstract

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.

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Roberto Imbuzeiro Oliveira. 2010-04-22. Sums of random Hermitian matrices and an inequality by Rudelson. https://arxiv.org/abs/1004.3821

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