Concentration for noncommutative polynomials in random matrices

Details Concentration for noncommutative polynomials in random matrices Concentration for noncommutative polynomials in random matrices

2011-01-10

arxiv.org/abs/1101.1923v3

Mathematics

Probability

v3: added a reference

Scientific paper

We present a concentration inequality for linear functionals of
noncommutative polynomials in random matrices. Our hypotheses cover most
standard ensembles, including Gaussian matrices, matrices with independent
uniformly bounded entries and unitary or orthogonal matrices.

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