SearcharxivSearch

arXiv · 2109.13831

T-product Tensor Expander Chernoff Bound

Abstract

In probability theory, the Chernoff bound gives exponentially decreasing bounds on tail distributions for sums of independent random variables and such bound is applied at different fields in science and engineering. In this work, we generalize the conventional Chernoff bound from the summation of independent random variables to the summation of dependent random T-product tensors. Our main tool used at this work is majorization technique. We first apply majorizaton method to establish norm inequalitites for T-product tensors and these norm inequalities are used to derive T-product tensor expander Chernoff bound. Compared with the matrix expander Chernoff bound obtained by Garg et al., the T-product tensor expander Chernoff bound proved at this work contributes following aspects: (1) the random objects dimensions are increased from matrices (two-dimensional data array) to T-product tensors (three-dimensional data array); (2) this bound generalizes the identity map of the random objects summation to any polynomial function of the random objects summation; (3) Ky Fan norm, instead only the maximum or the minimum eigenvalues, for the function of the random T-product tensors summation is considered; (4) we remove the restriction about the summation of all mapped random objects is zero, which is required in the matrix expander Chernoff bound derivation.

Explore related subjects

Keep this discovery

BibTeXRIS

Shih Yu Chang. 2021-09-28. T-product Tensor Expander Chernoff Bound. https://arxiv.org/abs/2109.13831

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR