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We present some extensions of Bernstein's concentration inequality for random matrices.
Lower bounds for the Helmholtz function
S. Golden · 1965
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Inequality with applications in statistical mechanics
C. J. Thompson · 1965
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Convex trace functions and the Wigner-Yanase-Dyson conjecture
E. H. Lieb · 1973
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On tail probabilities for martingales
David A Freedman · 1975
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Inégalités de Khintchine dans C p {C}_{p} ( 1 < p < ∞ 1<p<\infty )
Françoise Lust-Piquard · 1986
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Non commutative khintchine and paley inequalities
Françoise Lust-Piquard and Gilles Pisier · 1991
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Probability in Banach spaces
M. Ledoux and M. Talagrand · 1991
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Matrix analysis
R. Bhatia · 1997
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Random vectors in the isotropic position
Mark Rudelson · 1999
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Strong converse for identification via quantum channels
R. Ahlswede and A. Winter · 2002
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Trace inequalities and quantum entropy: an introductory course
E. Carlen · 2010
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Concentration of the adjacency matrix and of the Laplacian in random graphs with independent edges
R. I. Oliveira · 2010
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Freedman’s inequality for matrix martingales
J. A. Tropp · 2011
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Tail inequalities for sums of random matrices that depend on the intrinsic dimension
D. Hsu, S. M. Kakade, and T. Zhang · 2012
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Convergence of stochastic processes
David Pollard · 2012
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User-friendly tail bounds for sums of random matrices
J. A. Tropp · 2012
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Probability inequalities for bounded random vectors
I. A. Ahmad and M. Amezziane · 2013
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Asymptotics and concentration bounds for bilinear forms of spectral projectors of sample covariance
Vladimir Koltchinskii, Karim Lounici, et al · 2016
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