文章基本信息

标题：Concentration of the Spectral Measure for Large Matrices
本地全文：下载
作者：Guionnet, Alice ; Zeitouni, Ofer
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2000
卷号：5
期号：0
页码：119-136
DOI：10.1214/ECP.v5-1026
出版社：Electronic Communications in Probability
摘要：We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply in particular to non-Gaussian Wigner and Wishart matrices. We also provide concentration bounds for non commutative functionals of random matrices.
关键词：Random Matrices, Concentration inequalities, non-commutative functionals.;Primary 15A52; Secondary 60F10,15A18