Concentration of the Spectral Measure for Large Random Matrices with Stable Entries (2007)
by
Christian Houdré
,
Hua Xu
| Citations: | 1 - 0 self |
BibTeX
@MISC{Houdré07concentrationof,
author = {Christian Houdré and Hua Xu},
title = {Concentration of the Spectral Measure for Large Random Matrices with Stable Entries},
year = {2007}
}
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Abstract
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these random matrices, such as the largest eigenvalue or the largest singular value.
