Skip to main content
3 of 3
Tidying while this is on the front page
LSpice
  • 12.9k
  • 4
  • 45
  • 69

Berry–Esseen bound for operator norm of matrix averages

Is there a Berry–Esseen bound for operator norm of an average of independent random matrices?

Suppose $A_1, \dotsc, A_n$ are independent matrices with $\mathbb{E}[A_i] = I$ (the identity matrix). Is there a Berry–Esseen bound for properly normalized $\lVert\overline{A} - I\rVert_\text{op}$?

Arun
  • 51
  • 1