Matrix Concentration for Expander Walks

Matrix Concentration for Expander Walks

Probability Seminar
Sep 13, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Nikhil Srivastava, UC Berkeley
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on a Markov chain with spectral gap, confirming a conjecture of Wigderson and Xiao up to logarithmic factors in the deviation parameter. Our proof is based on a recent multi-matrix extension of the Golden-Thompson inequality due to Sutter et al. discovered in the context of quantum information...