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3 questions
5
votes
1
answer
512
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Concentration inequality for Hilbert space valued random variables
I have read in a paper about the following result:
Let $V$ be a separable Hilbert space and $(\Omega,A_{\Omega},P)$ a probability space. Suppose that $Y_1,Y_2,...$ is a sequence of independent $V$-...
2
votes
1
answer
406
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Mean squared absolute value of inner product of unit vectors
Given a nonempty finite subset $S$ of the unit sphere of $d$-dimensional complex Hilbert space, let $\lambda(S) = \frac{1}{\lvert S \rvert^2} \sum_{x,y \in S} \lvert \langle x,y \rangle \rvert^2$ be ...
4
votes
1
answer
863
views
Hoeffding's inequality for Hilbert space valued random elements
Suppose that $\mathbb H$ is a separable Hilbert space and $X_1,\ldots,X_n$ are independent zero mean $\mathbb H$-valued random elements such that $\|X_i\|\le s$ for each $1\le i\le n$, where $\|\cdot\|...