Concentration of the Spectral Measure for Large Matrices
Dublin Core | PKP Metadata Items | Metadata for this Document | |
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 | |
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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