= Concentration Inequalities and Moment Bounds for Sample Covariance Operators by Vladimir Koltchinskii and Karim Lounici
{c}
{tag=Work by Vladimir Koltchinskii}
{tag=Work by Karim Lounici}
{title2=2014}
By <Vladimir Koltchinskii>, <Karim Lounici>.
https://arxiv.org/abs/1405.2468
PDF: https://arxiv.org/pdf/1405.2468
Inspected v3, 1 July 2014. Definition 1, trace-rank discussion and Corollary 2, equation 2.8. Gaussian dimension (E||X||)^2/||Sigma|| is comparable to trace(Sigma)/||Sigma|| in Euclidean space.
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