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Concentration of the spectral measure of large Wishart matrices with dependent entries
, 2008
"... We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered. 1 ..."
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We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered. 1
ELECTRONIC COMMUNICATIONS in PROBABILITY CONCENTRATION OF THE SPECTRAL MEASURE OF LARGEWISHART MATRICES WITH DEPENDENT ENTRIES
, 2008
"... We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered. 1 ..."
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We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered. 1
