Concentration of the spectral measure for large matrices

DOI10.1214/ECP.V5-1026zbMATH Open0969.15010MaRDI QIDQ1583631FDOQ1583631

Authors: Alice Guionnet, Ofer Zeitouni 

Publication date: 14 December 2000

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

Full work available at URL: https://eudml.org/doc/121231

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zbMATH Keywords

eigenvaluesspectral measureconcentration inequalitiesrandom matriceslogarithmic Sobolev inequalityWigner matricesWishart matricesdeviationsnon-commutative functionals

Mathematics Subject Classification ID

Large deviations (60F10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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