Sums of random hermitian matrices and an inequality by rudelson

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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. © 2010 Applied Probability Trust.

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APA

Oliveira, R. I. (2010). Sums of random hermitian matrices and an inequality by rudelson. Electronic Communications in Probability, 15, 203–212. https://doi.org/10.1214/ECP.v15-1544

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