Concentration of the spectral measure of large Wishart matrices with dependent entries

DOI10.1214/ECP.v14-1483zbMath1188.15035arXiv0810.2753OpenAlexW2127974910MaRDI QIDQ1038973

Adityanand Guntuboyina, Hannes Leeb

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.2753

zbMATH Keywords

random matricesspectral measureconcentration inequalitiescovariance matricesWishart matrices

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree ⋮ Necessary and sufficient conditions for convergence to the semicircle distribution ⋮ On Hadamard powers of random Wishart matrices ⋮ Around the circular law ⋮ Spectrum of non-Hermitian heavy tailed random matrices ⋮ Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes ⋮ Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices ⋮ Spectrum of Markov Generators on Sparse Random Graphs ⋮ Concentration of the empirical spectral distribution of random matrices with dependent entries ⋮ On the empirical spectral distribution for matrices with long memory and independent rows ⋮ On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries

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