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math.PR2024
Concentration and moment inequalities for sums of independent heavy-tailed random matrices
Moritz Jirak, Stanislav Minsker, Yiqiu Shen +1
We prove Fuk-Nagaev and Rosenthal-type inequalities for sums of independent random matrices, focusing on the situation when the norms of the matrices possess finite moments of only…
math.PR2018
Perturbation bounds for eigenspaces under a relative gap condition
Moritz Jirak, Martin Wahl
A basic problem in operator theory is to estimate how a small perturbation effects the eigenspaces of a self-adjoint compact operator. In this paper, we prove upper bounds for the…