Concentration of distances in Wigner matrices
Probability
2017-09-21 v1
Abstract
It is well-known that distances in random iid matrices are highly concentrated around their mean. In this note we extend this concentration phenomenon to Wigner matrices. Exponential bounds for the lower tail are also included.
Cite
@article{arxiv.1709.06685,
title = {Concentration of distances in Wigner matrices},
author = {Hoi H. Nguyen},
journal= {arXiv preprint arXiv:1709.06685},
year = {2017}
}
Comments
33 pages, 1 figure; to appear in Linear Algebra and its Applications