Noncommutative Bennett and Rosenthal Inequalities

Details Noncommutative Bennett and Rosenthal Inequalities Noncommutative Bennett and Rosenthal Inequalities

2011-11-04

arxiv.org/abs/1111.1027v2

Mathematics

Probability

29 pages; Section 4 updated

Scientific paper

In this paper we extend Bennett's and Bernstein's inequality to the noncommutative setting. In addition we provide an improved version of the noncommutative Rosenthal inequality, essentially due to Nagaev, Pinelis, and Pinelis, Utev for commutative random variables. We also present new best constants in Rosenthal's inequality. Applying these results to random Fourier projections, we recover and elaborate on fundamental results from compressed sensing, due to Candes, Romberg, and Tao.

Affiliated with

Also associated with

No associations

Rating

Noncommutative Bennett and Rosenthal Inequalities does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Noncommutative Bennett and Rosenthal Inequalities, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Noncommutative Bennett and Rosenthal Inequalities will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-100421