Concentration of the spectral measure for large matrices.

Guionnet, A.; Zeitouni, O.

Electronic Communications in Probability [electronic only] (2000)

  • Volume: 5, page 119-136
  • ISSN: 1083-589X

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Guionnet, A., and Zeitouni, O.. "Concentration of the spectral measure for large matrices.." Electronic Communications in Probability [electronic only] 5 (2000): 119-136. <http://eudml.org/doc/121231>.

@article{Guionnet2000,
author = {Guionnet, A., Zeitouni, O.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {random matrices; concentration inequalities; non-commutative functionals; spectral measure; Wigner matrices; Wishart matrices; eigenvalues; deviations; logarithmic Sobolev inequality},
language = {eng},
pages = {119-136},
publisher = {University of Washington},
title = {Concentration of the spectral measure for large matrices.},
url = {http://eudml.org/doc/121231},
volume = {5},
year = {2000},
}

TY - JOUR
AU - Guionnet, A.
AU - Zeitouni, O.
TI - Concentration of the spectral measure for large matrices.
JO - Electronic Communications in Probability [electronic only]
PY - 2000
PB - University of Washington
VL - 5
SP - 119
EP - 136
LA - eng
KW - random matrices; concentration inequalities; non-commutative functionals; spectral measure; Wigner matrices; Wishart matrices; eigenvalues; deviations; logarithmic Sobolev inequality
UR - http://eudml.org/doc/121231
ER -

Citations in EuDML Documents

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  1. Sandrine Péché, Universality in the bulk of the spectrum for complex sample covariance matrices
  2. Alice Guionnet, Large deviations upper bounds and central limit theorems for non-commutative functionals of gaussian large random matrices
  3. Kurt Johansson, Universality for certain hermitian Wigner matrices under weak moment conditions
  4. A. Dembo, A. Guionnet, O. Zeitouni, Moderate deviations for the spectral measure of certain random matrices
  5. Sergiy Koshkin, The asymptotic trace norm of random circulants and the graph energy

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