On the concentration of eigenvalues of random symmetric matrices
Mathematical Physics
2007-05-23 v1 math.MP
Probability
Abstract
We prove that few largest (and most important) eigenvalues of random symmetric matrices of various kinds are very strongly concentrated. This strong concentration enables us to compute the means of these eigenvalues with high precision. Our approach uses Talagrand's inequality and is very different from standard approaches.
Keywords
Cite
@article{arxiv.math-ph/0009032,
title = {On the concentration of eigenvalues of random symmetric matrices},
author = {Michael Krivelevich and Van H. Vu},
journal= {arXiv preprint arXiv:math-ph/0009032},
year = {2007}
}