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Estimating the covariance of random matrices

   
@article{EJP2579,
	author = {Pierre Youssef},
	title = {Estimating the covariance of random matrices},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {18},
	year = {2013},
	keywords = {},
	abstract = {We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be interpreted as a quantified version of the law of large numbers for  positive semi-definite matrices which verify some regularity assumption. Beside giving examples, we discuss the notion of log-concave matrices and give estimates on the smallest and largest eigenvalues of a sum of such matrices.},
	pages = {no. 107, 1-26},
	issn = {1083-6489},
	doi = {10.1214/EJP.v18-2579},    
        url = {http://ejp.ejpecp.org/article/view/2579}}