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author extends to the matrix setting a recent result of \\textit{N. Srivastava} and \\textit{R. Vershynin} [Ann. Probab. 41, No. 5, 3081--3111 (2013; Zbl 1293.62121)] about estimating the covariance matrix of a random vector. The result can be interpreted as a quantified version of the law of large numbers for positive semi-definite matrices which verify some regularity assumptions. Namely, for independent copies \\(B_1,\\dots,B_N\\) of a random positive semi-definite \\(n\\times n\\)-matrix \\(B\\) with \\(\\operatorname{E} B=I_n\\) (where \\(I_n\\) is the identity matrix) which satisfies certain regularity assumption with parameter \\(\\eta\\), the author proves that NEWLINE\\[NEWLINE \\operatorname{E} \\left\\| \\frac 1 N\\sum_{i=1}^N B_i - I_n \\right\\| \\leq \\varepsilon, NEWLINE\\]NEWLINE where \\(N=C(\\eta) n \\varepsilon^{-2-\\frac 2 {\\eta}}\\). The author gives examples and discusses the notion of log-concave matrices. 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