CONCENTRATION OF THE SPECTRAL MEASURE FOR LARGE MATRICES

被引：134

作者：

Guionnet, A. ^{[1
]}

Zeitouni, O. ^{[2
]}

机构：

[1] Ecole Normale Super, DMA, 45 Rue Ulm, F-75005 Paris, France

[2] Technion Israel Inst Technol, Dept Elect Engn, IL-32000 Haifa, Israel

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2000年 / 5卷

基金：

以色列科学基金会;

关键词：

Random Matrices; concentration inequalities; non-commutative functionals;

D O I：

10.1214/ECP.v5-1026

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply in particular to non-Gaussian Wigner and Wishart matrices. We also provide concentration bounds for non-commutative functionals of random matrices.

引用

页码：119 / 136

页数：18

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