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Concentration of the Spectral Measure for Large Matrices

   
@article{ECP1026,
	author = {Alice Guionnet and Ofer Zeitouni},
	title = {Concentration of the Spectral Measure for Large Matrices},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {5},
	year = {2000},
	keywords = {Random Matrices, Concentration inequalities, non-commutative functionals.},
	abstract = {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.},
	pages = {no. 14, 119-136},
	issn = {1083-589X},
	doi = {10.1214/ECP.v5-1026},    
        url = {http://ecp.ejpecp.org/article/view/1026}}