Efron-Stein Inequalities for Random Matrices
  This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely on the method of exchangeable pairs. 
Daniel Paulin, Lester Mackey and Joel A. Tropp
math.PR math.FA