Concentration for noncommutative polynomials in random matrices
Probability
2012-07-04 v3
Abstract
We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries and unitary or orthogonal matrices.
Cite
@article{arxiv.1101.1923,
title = {Concentration for noncommutative polynomials in random matrices},
author = {Mark W. Meckes and Stanislaw J. Szarek},
journal= {arXiv preprint arXiv:1101.1923},
year = {2012}
}
Comments
v3: added a reference