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On Bernstein type exponential inequalities for matrix martingales

發布時間:2021-03-06     來源:王漢超    點擊數:


報告題目:On Bernstein type exponential inequalities for matrix martingales

主 講 人:田子杰 (山東大學)

報告時間:2021311 16:30-17:15

報告地點:知新樓B1238 報告廳

 

報告摘要:

In this work, Bernstein's concentration inequalities for squared integrable matrix valued discrete time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is largely based on this new exponential supermartingale, Freedman's method and Doob's stopping theorem. Our result can be regards as an extension of Tropp's work (ECP, 2012).


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