Approximation of the average of some random matrices

Grigory Ivanov, Márton Naszódi, Alexandr Polyanskii

Rudelson's theorem states that if for a set of unit vectors $u_i$ and positive weights $c_i$, we have that $\sum c_i{u}_i\otimes u_i$ is the identity operator $I$ on ${\mathbb{R}}^d$…