报告题目：On Bernstein type exponential inequalities for matrix martingales

主 讲 人：田子杰 （山东大学）

报告时间：2021年3月11日 16:30-17:15

报告地点：知新楼B1238 报告厅

报告摘要：

In this work, Bernstein's concentration inequalities for squared integrable matrix valued discrete time martingales are obtained. Based on Lieb's theory and Bernstein's condition, a suitable supermartingale can be constructed. Our proof is largely based on this new exponential supermartingale, Freedman's method and Doob's stopping theorem. Our result can be regards as an extension of Tropp's work (ECP, 2012).