Concentration inequalities for the spectral measure of random matrices

Electronic Communications in Probability

Volumn 15, Issue , 2010, Pages 549-562

  Delyon, Bernard ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

Random matrices; Spectral measure

Indexed keywords

EID: 78650475127     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v15-1585     Document Type: Article

References (6)

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3. A. Guionnet and O. Zeitouni. Concentration of the spectral measure for large matrices. Electron. Comm. Probab., 5:119-136 (electronic), 2000.
4. Adityanand Guntuboyina and Hannes Leeb. Concentration of the spectral measure of large Wishart matrices with dependent entries. Electron. Commun. Probab., 14:334-342, 2009.
5. Andreas Kriegl, Mark Losik, and Peter W Michor. Choosing roots of polynomials smoothly. II. Israel J. Math., 139:183-188, 2004.
6. Colin McDiarmid. On the method of bounded differences. In Surveys in combinatorics, 1989 (Norwich, 1989), volume 141 of London Math. Soc. Lecture Note Ser., pages 148-188. Cambridge Univ. Press, Cambridge, 1989.