Concentration of norms and eigenvalues of random matrices

DOI10.1016/S0022-1236(03)00198-8zbMATH Open1064.15027arXivmath/0211192OpenAlexW2074916818MaRDI QIDQ1883231FDOQ1883231

Mark W. Meckes

Publication date: 1 October 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: We prove concentration results for $el{l}_p^n$ operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand.

Full work available at URL: https://arxiv.org/abs/math/0211192

zbMATH Keywords

eigenvalueslarge deviationssingular valuesrandom matricesconcentration of measureconcentration of normsTalagrand's isoperimetric inequality

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Miscellaneous inequalities involving matrices (15A45) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the distribution of the largest eigenvalue in principal components analysis
• Local operator theory, random matrices and Banach spaces.
• The concentration of measure phenomenon
• On orthogonal and symplectic matrix ensembles
• Level-spacing distributions and the Airy kernel
• The Brunn-Minkowski inequality in Gauss space
• On some properties of p-nuclear and p-integral operators
• Concentration of measure and isoperimetric inequalities in product spaces
• A new look at independence
• Concentration of the spectral measure for large matrices
• Universality at the edge of the spectrum in Wigner random matrices.
• On the concentration of eigenvalues of random symmetric matrices
• Approximating the independence number and the chromatic number in expected polynomial time
• Extremal properties of half-spaces for spherically invariant measures
• An Isoperimetric Theorem on the Cube and the Kintchine-Kahane Inequalities
• All convex invariant functions of hermitian matrices

Cited In (16)

• Separating Populations with Wide Data: A Spectral Analysis
• Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups
• Singular value decomposition of large random matrices (for two-way classification of microarrays)
• On the concentration of eigenvalues of random symmetric matrices
• Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• Separating populations with wide data: a spectral analysis
• Random matrices: sharp concentration of eigenvalues
• Random matrices, nonbacktracking walks, and orthogonal polynomials
• On the concentration of random multilinear forms and the universality of random block matrices
• The singularity probability of a random symmetric matrix is exponentially small
• Singular vectors under random perturbation
• Concentration of the empirical spectral distribution of random matrices with dependent entries
• Nonasymptotic upper bounds for the reconstruction error of PCA
• Concentration for noncommutative polynomials in random matrices
• On concentration of high-dimensional matrices with randomly signed entries

This page was built for publication: Concentration of norms and eigenvalues of random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1883231)