Concentration of norms and eigenvalues of random matrices
Abstract
Description
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.
15 pages; AMS-LaTeX; updated one reference
15 pages; AMS-LaTeX; updated one reference