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 } {\displaystyle \{\mathbf {X} _{k}\}} is a finite sequence of random matrices.
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 } {\displaystyle \{\mathbf {X} _{k}\}} is a finite sequence of random matrices.
Source: Wikipedia "Matrix Chernoff bound" · CC BY-SA 4.0
Share this article: X · Bluesky