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arXiv:math/0211192 [math.PR]AbstractReferencesReviewsResources

Concentration of norms and eigenvalues of random matrices

Mark W. Meckes

Published 2002-11-12, updated 2002-11-18Version 2

We prove concentration results for $\ell_p^n$ operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand.

Comments: 15 pages; AMS-LaTeX; updated one reference
Journal: J. Funct. Anal. 211 (2004) no. 2, 508-524
Categories: math.PR, math-ph, math.FA, math.MP
Subjects: 15A52, 15A18, 15A60, 60F10
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