| Título: | Concentration of the Spectral Measure for Large Matrices |
| Autores: |
Guionnet, Alice; Ecole Normale Superieure Zeitouni, Ofer; Technion |
| Fecha: | 2000-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Random Matrices, Concentration inequalities, non-commutative functionals. Primary 15A52; Secondary 60F10,15A18 |
| Descripción: | 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. |
| Idioma: | No aplica |
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