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Matrix Concentration for Products

Authors
De Huang, Jonathan Niles-Weed, Joel A. Tropp, Rachel Ward
Year
2020
Preprint
Identifiers
arXiv 2003.05437

Abstract

This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of Ahlswede-Winter and of Tropp for a sum of independent random matrices. The argument relies on the uniform smoothness properties of the Schatten trace classes.

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