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An introduction to matrix concentration inequalities

This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results.

Detalles Bibliográficos
Autor principal: Tropp, Joel A
Lenguaje:eng
Publicado: Now Publishers 2015
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2762140