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Subadditivity of matrix \(\phi\)-entropy and concentration of random matrices. (English) Zbl 1405.60013

Summary: This paper considers a class of entropy functionals defined for random matrices, and it demonstrates that these functionals satisfy a subadditivity property. Several matrix concentration inequalities are derived as an application of this result.

MSC:

60B20 Random matrices (probabilistic aspects)
60E15 Inequalities; stochastic orderings
60G09 Exchangeability for stochastic processes
60F10 Large deviations
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