arXiv:0706.1753 Abstract | arXiv Analytics

arXiv:0706.1753 [math.PR]Abstract References Reviews Resources

Concentration of the Spectral Measure for Large Random Matrices with Stable Entries

Published 2007-06-12Version 1

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.

Comments: 35 pages

Categories: math.PR, math.ST, stat.TH

Subjects: 60E07, 60F10, 15A42, 15A52

Keywords: large random matrices, spectral measure, stable entries, largest singular value, derive concentration inequalities

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