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2000 Concentration of the Spectral Measure for Large Matrices
Alice Guionnet, Ofer Zeitouni
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Electron. Commun. Probab. 5: 119-136 (2000). DOI: 10.1214/ECP.v5-1026

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.

Citation

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Alice Guionnet. Ofer Zeitouni. "Concentration of the Spectral Measure for Large Matrices." Electron. Commun. Probab. 5 119 - 136, 2000. https://doi.org/10.1214/ECP.v5-1026

Information

Accepted: 30 June 2000; Published: 2000
First available in Project Euclid: 2 March 2016

zbMATH: 0969.15010
MathSciNet: MR1781846
Digital Object Identifier: 10.1214/ECP.v5-1026

Subjects:
Primary: 15A52
Secondary: 15A18‎, 60F10

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