Concentration of norms and eigenvalues of random matrices
Probability
2007-05-23 v2 Mathematical Physics
Functional Analysis
math.MP
Abstract
We prove concentration results for operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand.
Keywords
Cite
@article{arxiv.math/0211192,
title = {Concentration of norms and eigenvalues of random matrices},
author = {Mark W. Meckes},
journal= {arXiv preprint arXiv:math/0211192},
year = {2007}
}
Comments
15 pages; AMS-LaTeX; updated one reference