Concentration of the spectral measure of large Wishart matrices with dependent entries.

Guntuboyina, Adityanand; Leeb, Hannes

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 334-342
  • ISSN: 1083-589X

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Guntuboyina, Adityanand, and Leeb, Hannes. "Concentration of the spectral measure of large Wishart matrices with dependent entries.." Electronic Communications in Probability [electronic only] 14 (2009): 334-342. <http://eudml.org/doc/231929>.

@article{Guntuboyina2009,
author = {Guntuboyina, Adityanand, Leeb, Hannes},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Wishart matrices; concentration inequalities; spectral measure; random matrices; covariance matrices},
language = {eng},
pages = {334-342},
publisher = {University of Washington},
title = {Concentration of the spectral measure of large Wishart matrices with dependent entries.},
url = {http://eudml.org/doc/231929},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Guntuboyina, Adityanand
AU - Leeb, Hannes
TI - Concentration of the spectral measure of large Wishart matrices with dependent entries.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 334
EP - 342
LA - eng
KW - Wishart matrices; concentration inequalities; spectral measure; random matrices; covariance matrices
UR - http://eudml.org/doc/231929
ER -

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