User-Friendly Tail Bounds for Sums of Random Matrices

Foundations of Computational Mathematics

Volumn 12, Issue 4, 2012, Pages 389-434

  Tropp, Joel A ^a  

^a California Institute of Technology   (United States)

Author keywords

Discrete time martingale; Large deviation; Probability inequality; Random matrix; Sum of independent random variables

Indexed keywords

EID: 84864315555     PISSN: 16153375     EISSN: 16153383     Source Type: Journal    
DOI: 10.1007/s10208-011-9099-z     Document Type: Article

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