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

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

2007-06-12

arxiv.org/abs/0706.1753v1

Mathematics

Probability

35 pages

Scientific paper

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.

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