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math.PR2021
The Hanson-Wright Inequality for Random Tensors
Stefan Bamberger, Felix Krahmer, Rachel Ward
We provide moment bounds for expressions of the type where denotes the Kronecker pro…
math.PR2020
Matrix Concentration for Products
De Huang, Jonathan Niles-Weed, Joel A. Tropp +1
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,…
math.PR2019
Concentration inequalities for random matrix products
Amelia Henriksen, Rachel Ward
Suppose is a sequence of bounded independent random matrices with common dimension and common expectation . Under t…