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Matrix Chernoff bound : ウィキペディア英語版 | Matrix Chernoff bound 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 is a finite sequence of random matrices. Analogous to the well-known Chernoff bound for sums of scalars, a bound on the following is sought for a given parameter ''t'': : The following theorems answer this general question under various assumptions; these assumptions are named below by analogy to their classical, scalar counterparts. All of these theorems can be found in , as the specific application of a general result which is derived below. A summary of related works is given. ==Matrix Gaussian and Rademacher series==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Matrix Chernoff bound」の詳細全文を読む
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