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比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability seminar

nikhil srivastava

uc berkeley

concentration for sums of random matrices with markov dependence

abstract:

there are many well-known concentration results for sums of independent random matrices, e.g. those of rudelson, ahlswede-winter, tropp, and oliveira. we move beyond the independent setting, and prove a chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an reversible markov chain, confirming a conjecture due to wigderson and xiao. our proof is based on a new multi-matrix extension of the golden-thompson inequality which follows from complex interpolation methods. joint work with a. garg, y. lee, and z. song.

host: todd kemp

september 27, 2018

11:00 am

ap&m 6402

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