| Título: | Concentration of the spectral measure of large Wishart matrices with dependent entries |
| Autores: |
Guntuboyina, Adityanand; Yale University Leeb, Hannes; Yale University |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Wishart matrices, concentration inequalities, spectral measure Primary 15A52 Secondary 60F10, 15A18 |
| Descripción: | We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered. |
| Idioma: | No aplica |
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