Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
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.
Keywords
Cite
@article{arxiv.0706.1753,
title = {Concentration of the Spectral Measure for Large Random Matrices with Stable Entries},
author = {Christian Houdré and Hua Xu},
journal= {arXiv preprint arXiv:0706.1753},
year = {2007}
}
Comments
35 pages