Concentration inequalities for order statistics
نویسندگان
چکیده
منابع مشابه
Second-order Matrix Concentration Inequalities
Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies one of the sources of the dimensional term and exploits this insight to develop sharper matrix concentration inequalities. In particular, this analysis delive...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2012
ISSN: 1083-589X
DOI: 10.1214/ecp.v17-2210