Concentration and convergence rates for spectral measures of random matrices

DOI10.1007/s00440-012-0423-6zbMath1291.60015arXiv1109.5997OpenAlexW2033114453MaRDI QIDQ1955835

Mark W. Meckes, Elizabeth S. Meckes

Publication date: 19 June 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.5997

zbMATH Keywords

spectral measuresLie groupsrandom matricesHaar measuresWasserstein distance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Analysis on real and complex Lie groups (22E30) Random matrices (algebraic aspects) (15B52) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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