Concentration of the spectral measure for large matrices
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Publication:1583631
DOI10.1214/ECP.v5-1026zbMath0969.15010MaRDI QIDQ1583631
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
eigenvaluesrandom matriceslogarithmic Sobolev inequalityspectral measureWigner matricesconcentration inequalitiesWishart matricesdeviationsnon-commutative functionals
Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
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