Subadditivity of matrix phi-entropy and concentration of random matrices

Joel A. Tropp (California Institute of Technology)
Richard Yuhua Chen (California Institute of Technology)


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.

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Pages: 1-30

Publication Date: March 2, 2014

DOI: 10.1214/EJP.v19-2964


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