Concentration inequalities for random tensors
Concentration inequalities for random tensors
R. Vershynin
2019 · DOI: 10.3150/20-bej1218
Bernoulli · 50 Citations
TLDR
It is shown that random tensors are well conditioned and proved that any degree d=o(n/logn) and conjecture that it is true for any £d = O(n)$.
Abstract
We show how to extend several basic concentration inequalities for simple random tensors X=x1⊗⋯⊗xd where all xk are independent random vectors in Rn with independent coefficients. The new results have optimal dependence on the dimension n and the degree d. As an application, we show that random tensors are well conditioned: (1−o(1))nd independent copies of the simple random tensor X∈Rnd are far from being linearly dependent with high probability. We prove this fact for any degree d=o(n/logn) and conjecture that it is true for any d=O(n).
