Subadditivity of Matrix phi-Entropy and Concentration of Random Matrices

Subadditivity of Matrix phi-Entropy and Concentration of Random Matrices
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DOI：
10.1214/ejp.v19-2964
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发表时间：
2013-08
期刊：
ArXiv
影响因子：
--
通讯作者：
J. Tropp;Richard Y. Chen
J. Tropp;Richard Y. Chen
中科院分区：
其他
文献类型：
--
作者：
J. Tropp;Richard Y. Chen

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本文考虑了一类为随机矩阵定义的熵泛函，并证明这些泛函满足次可加性性质。作为这一结果的应用，推导出了几个矩阵集中不等式。
This paper considers a class of entropy functionals defined for random matrices, and it demonstrates that these functionals satisfy a subadditivity property. Several matrix concentration inequalities are derived as an application of this result.