On Some Extensions of Bernstein's Inequality for Self-adjoint Operators

Mathematics – Probability

Scientific paper

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8 pages

Scientific paper

We present some extensions of Bernstein's inequality for random self-adjoint
operators. The main feature of these results is that they can be applied in the
infinite-dimensional setting. In particular, our inequalities refine the
previous results of D. Hsu, S. M. Kakade and T. Zhang.

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