Concentration of norms and eigenvalues of random matrices (Q1883231)

The author proves concentration inequalities for the norms and the singular values of \(m\times n\) random matrices seen as operators between \(l_p^n\) and \(l_q^m\), with \(1<p\leq2\leq q\leq\infty\). No conditions are imposed on the distribution of the entries: in particular, there is no requirement of identical distribution nor any assumption about the values of their means. The main tool used is \textit{M. Talagrand}'s isoperimetric inequality [Publ. Math., Inst. Hautes Étud. Sci. 81, 73--205 (1995; Zbl 0864.60013)].