Concentration of Haar measures, with an application to random matrices

DOI10.1016/j.jfa.2007.01.003zbMath1115.60007arXivmath/0508518OpenAlexW2073569249MaRDI QIDQ883499

Sourav Chatterjee

Publication date: 4 June 2007

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

Full work available at URL: https://arxiv.org/abs/math/0508518

zbMATH Keywords

Stein's methodrandom walkHaar measuremixing timeconcentration of measureconcentration inequalitiessemigroup method

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (10)

Local stability of the free additive convolution ⋮ Convergence rate for spectral distribution of addition of random matrices ⋮ Applications of Stein's method for concentration inequalities ⋮ A concentration inequality and a local law for the sum of two random matrices ⋮ Concentration and convergence rates for spectral measures of random matrices ⋮ Asymptotically liberating sequences of random unitary matrices ⋮ Another observation about operator compressions ⋮ Estimation in spin glasses: a first step ⋮ Local law of addition of random matrices on optimal scale ⋮ Local spectrum of truncations of Kronecker products of Haar distributed unitary matrices

Cites Work

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