Noncommutative Bennett and Rosenthal inequalities

Citation
Junge, Marius et Zeng, Qiang, Noncommutative Bennett and Rosenthal inequalities, Annals of probability , 41(6), 2013, pp. 4287-4316
Journal title
ISSN journal
00911798
Volume
41
Issue
6
Year of publication
2013
Pages
4287 - 4316
Database
ACNP
SICI code
Abstract
In this paper we extend the Bernstein, Prohorov and Bennett inequalities to the noncommutative setting. In addition we provide an improved version of the noncommutative Rosenthal inequality, essentially due to Nagaev, Pinelis and Pinelis, Utev for commutative random variables. We also present new best constants in Rosenthal.s inequality. Applying these results to random Fourier projections, we recover and elaborate on fundamental results from compressed sensing, due to Candes, Romberg and Tao.