Deviation Inequalities on Largest Eigenvalues

From MaRDI portal
Publication:5424436


DOI10.1007/978-3-540-72053-9_10zbMath1130.15012MaRDI QIDQ5424436

Michel Ledoux

Publication date: 5 November 2007

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-72053-9_10


15A42: Inequalities involving eigenvalues and eigenvectors

15B52: Random matrices (algebraic aspects)


Related Items

Sure Independence Screening for Ultrahigh Dimensional Feature Space, Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation, Sparse recovery from extreme eigenvalues deviation inequalities, Positive Temperature Versions of Two Theorems on First-Passage Percolation, The lower tail of \(q\)-pushTASEP, Norms of structured random matrices, Spectral distributions of adjacency and Laplacian matrices of random graphs, Concentration of empirical distribution functions with applications to non-i.i.d. models, Random tensor theory: Extending random matrix theory to mixtures of random product states, Exponential concentration for first passage percolation through modified Poincaré inequalities, Large deviations of the free energy in the O'Connell-Yor polymer, A universality result for the smallest eigenvalues of certain sample covariance matrices, A law of the iterated logarithm for directed last passage percolation, The moment convergence rates for largest eigenvalues of \(\beta\) ensembles, Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria, Bulk properties of the Airy line ensemble, Eigenvector distribution in the critical regime of BBP transition, Modulus of continuity of polymer weight profiles in Brownian last passage percolation, Nonasymptotic upper bounds for the reconstruction error of PCA, Asymptotic performance of port-based teleportation, Fractal geometry of \(\text{Airy}_2\) processes coupled via the Airy sheet, Upper tail large deviations in Brownian directed percolation, Small-deviation inequalities for sums of random matrices, Scaling limit for Brownian motions with one-sided collisions, Average-case complexity without the black swans, Small deviation estimates for the largest eigenvalue of Wigner matrices, Sampling convex bodies: a random matrix approach