arXiv · 2511.20794
A note on time-uniform concentration inequality for matrix products
Abstract
This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated by the analysis of Oja's algorithms.
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Tuan Pham, Alessandro Rinaldo. 2025-11-25. A note on time-uniform concentration inequality for matrix products. https://arxiv.org/abs/2511.20794
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