A note on time-uniform concentration inequality for matrix products

Fuente: arXiv
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Autori principali: Pham, Tuan, Rinaldo, Alessandro
Natura: Preprint
Pubblicazione: 2025
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author Pham, Tuan
Rinaldo, Alessandro
author_facet Pham, Tuan
Rinaldo, Alessandro
contents This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated by the analysis of Oja's algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2511_20794
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A note on time-uniform concentration inequality for matrix products
Pham, Tuan
Rinaldo, Alessandro
Functional Analysis
Probability
Statistics Theory
This short note contains a simple argument that allows us to go from fixed-time to any-time bounds for the concentration of matrix products. The result presented here is motivated by the analysis of Oja's algorithms.
title A note on time-uniform concentration inequality for matrix products
topic Functional Analysis
Probability
Statistics Theory
url https://arxiv.org/abs/2511.20794