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For certain applications in linear algebra … For certain applications in linear algebra, it is useful to know properties of the probability distribution of the largest eigenvalue of a finite sum of random matrices. Suppose is a finite sequence of random matrices. Analogous to the well-known Chernoff bound for sums of scalars, a bound on the following is sought for a given parameter t: The following theorems answer this general question under various assumptions; these assumptions are named below by analogy to their classical, scalar counterparts. All of these theorems can be found in, as the specific application of a general result which is derived below. A summary of related works is given.elow. A summary of related works is given.
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| rdfs:comment |
For certain applications in linear algebra … For certain applications in linear algebra, it is useful to know properties of the probability distribution of the largest eigenvalue of a finite sum of random matrices. Suppose is a finite sequence of random matrices. Analogous to the well-known Chernoff bound for sums of scalars, a bound on the following is sought for a given parameter t:llowing is sought for a given parameter t:
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| rdfs:label |
Matrix Chernoff bound
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