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Concentration of the spectral measure of large Wishart matrices with dependent entries

   
@article{ECP1483,
	author = {Adityanand Guntuboyina and Hannes Leeb},
	title = {Concentration of the spectral measure of large Wishart matrices with dependent entries},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Wishart matrices, concentration inequalities, spectral measure},
	abstract = {We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered.},
	pages = {no. 33, 334-342},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1483},    
        url = {http://ecp.ejpecp.org/article/view/1483}}