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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)d = o(\sqrt{n/\log n}) 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=x1xdX = x_1 \otimes \cdots \otimes x_d where all xkx_k are independent random vectors in Rn\mathbb{R}^n with independent coefficients. The new results have optimal dependence on the dimension nn and the degree dd. As an application, we show that random tensors are well conditioned: (1o(1))nd(1-o(1)) n^d independent copies of the simple random tensor XRndX \in \mathbb{R}^{n^d} are far from being linearly dependent with high probability. We prove this fact for any degree d=o(n/logn)d = o(\sqrt{n/\log n}) and conjecture that it is true for any d=O(n)d = O(n).