Matrix Chernoff bound
id:
matrix-chernoff-bound-270-13199727
title:
Matrix Chernoff bound
text:
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 { X k } 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, scala
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https://en.wikipedia.org/wiki/Matrix_Chernoff_bound
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date modified:
2024-04-10T01:43:09Z
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{"identifier":"Q17098742","url":"https://www.wikidata.org/entity/Q17098742"}
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