Concentration of norms and eigenvalues of random matrices (Q1883231)
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scientific article
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| English | Concentration of norms and eigenvalues of random matrices |
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Concentration of norms and eigenvalues of random matrices (English)
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1 October 2004
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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)].
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random matrices
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concentration of norms
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Talagrand's isoperimetric inequality
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singular values
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eigenvalues
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concentration of measure
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large deviations
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0.8344988226890564
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0.8344988226890564
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0.8167781233787537
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0.8129671812057495
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0.8120896220207214
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