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Concentration of the Spectral Measure for Large Random Matrices with Stable Entries

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
2.	Creator	Author's name, affiliation, country	Christian Houdré; School of Mathematics, Georgia Tech.
2.	Creator	Author's name, affiliation, country	Hua Xu; School of Mathematics, Georgia Tech.
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Spectral Measure, Random Matrices, Infinitely divisibility, Stable Vector, Concentration.
3.	Subject	Subject classification	60E07, 60F10, 15A42, 15A52
4.	Description	Abstract	We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries, in particular, stable or heavy tails ones. We also give concentration results for some other functionals of these random matrices, such as the largest eigenvalue or the largest singular value.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSF DMS-0112069
7.	Date	(YYYY-MM-DD)	2008-01-30
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/482
10.	Identifier	Digital Object Identifier	10.1214/EJP.v13-482
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 13
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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