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Concentration inequalities for the spectral measure of random matrices

   
@article{ECP1585,
	author = {Bernard Delyon},
	title = {Concentration inequalities for the spectral measure of random matrices},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {15},
	year = {2010},
	keywords = {Spectral measure; random matrices},
	abstract = {We give new exponential inequalities for the spectral measure of random Wishart matrices.  These results give in particular useful bounds when these matrices have the form $M=YY^T$, in the case where $Y$ is a $p\times n$ random matrix with independent enties  (weaker conditions are also proposed), and $p$ and $n$ are large.},
	pages = {no. 49, 549-562},
	issn = {1083-589X},
	doi = {10.1214/ECP.v15-1585},    
        url = {http://ecp.ejpecp.org/article/view/1585}}