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Concentration of the Spectral Measure for Large Matrices


 
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1. Title Title of document Concentration of the Spectral Measure for Large Matrices
 
2. Creator Author's name, affiliation, country Alice Guionnet; Ecole Normale Superieure
 
2. Creator Author's name, affiliation, country Ofer Zeitouni; Technion
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random Matrices, Concentration inequalities, non-commutative functionals.
 
3. Subject Subject classification Primary 15A52; Secondary 60F10,15A18
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2000-06-30
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1026
 
10. Identifier Digital Object Identifier 10.1214/ECP.v5-1026
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 5
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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