Random matrices: sharp concentration of eigenvalues (Q2853397)
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scientific article; zbMATH DE number 6217619
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| English | Random matrices: sharp concentration of eigenvalues |
scientific article; zbMATH DE number 6217619 |
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21 October 2013
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random matrices
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Wigner matrices
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concentration of measure
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eigenvalues
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Lindenberg replacement argument
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Random matrices: sharp concentration of eigenvalues (English)
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This paper deals with a square Hermitian \(n\times n\) random matrix with independent random entries above and on the diagonal, so-called Wigner matrices. The authors consider that the matrix entries having vanishing third moment are normalized such that the spectrum is concentrated in the interval \([-2,2]\). The authors prove a concentration bound for the number of eigenvalues of such a matrix. The proof relies on the Lindenberg replacement argument.
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