Sharp Concentration of Simple Random Tensors II: Asymmetry

Abstract

This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order $p\ge 3:$ when the effective ranks of the covariances of the component random variables lie on both sides of a critical threshold, an additional logarithmic factor emerges that is not present in sharp bounds for symmetric tensors. To establish our results, we develop empirical process theory for products of $p$ different function classes evaluated at $p$ different random variables, extending generic chaining techniques for quadratic and product empirical processes to higher-order settings.

arXiv comment42 pages, to appear in Information and Inference