Abstract
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.
Citation
S.G. Bobkov. F. Götze. "Concentration of empirical distribution functions with applications to non-i.i.d. models." Bernoulli 16 (4) 1385 - 1414, November 2010. https://doi.org/10.3150/10-BEJ254
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