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math.PR2025
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.PR2024
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
Moritz Jirak, Martin Wahl
Given finite i.i.d.~samples in a Hilbert space with zero mean and trace-class covariance operator , the problem of recovering the spectral projectors of naturally arises i…