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Concentration of measure plays a central role in the content of this book. This chapter gives the first account of this subject. Bernstein-type concentration inequalities are often used to investigate the sums of random variables (scalars, vectors and matrices). In particular, we survey the recent status of sums of random matrices in Chap. 2, which gives us the straightforward impression of the classical view of the subject.
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- Concentration of Measure
- Springer New York
- Chapter 3
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