Concentration of norms and eigenvalues of random matrices

dc.creatorMeckes, Mark W.
dc.date2002-11-12
dc.date2002-11-18
dc.date.accessioned2026-07-07T04:52:51Z
dc.date.available2026-07-07T04:52:51Z
dc.descriptionWe 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.
dc.description15 pages; AMS-LaTeX; updated one reference
dc.identifierhttps://arxiv.org/abs/math/0211192
dc.identifierhttp://arxiv.org/abs/math/0211192
dc.identifierJ. Funct. Anal. 211 (2004) no. 2, 508-524
dc.identifierdoi:10.1016/S0022-1236(03)00198-8
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/65626
dc.subjectProbability
dc.subjectMathematical Physics
dc.subjectFunctional Analysis
dc.subject15A52; 15A18, 15A60, 60F10
dc.titleConcentration of norms and eigenvalues of random matrices
dc.typetext

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