On asymptotic behavior of multilinear eigenvalue statistics of random matrices

DOI10.1007/s10955-008-9644-6zbMath1161.82010OpenAlexW2023411396MaRDI QIDQ1012680

Anna Lytova, Leonid Pastur

Publication date: 22 April 2009

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-008-9644-6

zbMATH Keywords

random matricescentral limit theoremmultilinear eigenvalue statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random matrices (algebraic aspects) (15B52)

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Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order, Second order concentration via logarithmic Sobolev inequalities

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