Concentration inequalities for the spectral measure of random matrices

DOI10.1214/ECP.v15-1585zbMath1225.15032MaRDI QIDQ638235

Bernard Delyon

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle76e6.html

zbMATH Keywords

spectral measureexponential inequalitiesrandom Wishart matrices

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Random matrices (probabilistic aspects) (60B20) Miscellaneous inequalities involving matrices (15A45) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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On a model selection problem from high-dimensional sample covariance matrices ⋮ Concentration of the empirical spectral distribution of random matrices with dependent entries

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