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


 
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1. Title Title of document Concentration of the spectral measure of large Wishart matrices with dependent entries
 
2. Creator Author's name, affiliation, country Adityanand Guntuboyina; Yale University
 
2. Creator Author's name, affiliation, country Hannes Leeb; Yale University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Wishart matrices, concentration inequalities, spectral measure
 
3. Subject Subject classification Primary 15A52 Secondary 60F10, 15A18
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-08-12
 
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/1483
 
10. Identifier Digital Object Identifier 10.1214/ECP.v14-1483
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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