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 Electronic Communications in Probability > Vol. 5 (2000) > Paper 14 open journal systems 


Concentration of the Spectral Measure for Large Matrices

Alice Guionnet, Ecole Normale Superieure
0fer Zeitouni, Technion


Abstract
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.


Full text: PDF

Pages: 119-136

Published on: June 30, 2000
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Electronic Communications in Probability. ISSN: 1083-589X