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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