2025/04/10 by Radosław Adamczak, Adamczak, Radosław, Ioannis E. Kavvadias +1
Mathematics · Decision Sciences · #Random Matrices and Applications #Probability and Risk Models #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2504.08138
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain ℓ_∞-independence assumptions, complementing recent results by Kaufman, Kyng and Solda. For random variables with the Stochastic Covering Property or Strong Rayleigh Property we prove estimates for general functions satisfying certain direction aware matrix bounded difference inequalities, generalizing and strengthening earlier estimates by the first-named author and Polaczyk. We also demonstrate a general decoupling inequality for a class of Banach-space valued quadratic forms in negatively associated random variables and combine it with the matrix Bernstein inequality to generalize results by Tropp, Chrétien and Darses, and Ruetz and Schnass, concerning the operator norm of a random submatrix of a deterministic matrix, drawn by uniform sampling without replacements or rejective sampling, to submatrices given by general Strong Rayleigh sampling schemes.