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Concentration inequalities for the spectral measure of random matrices


 
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1. Title Title of document Concentration inequalities for the spectral measure of random matrices
 
2. Creator Author's name, affiliation, country Bernard Delyon; Université Rennes 1
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Spectral measure; random matrices
 
3. Subject Subject classification 15A52; 60F10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2010-11-15
 
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/1585
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1585
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
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