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

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dc.creatorHoudré, Christian
dc.creatorXu, Hua
dc.date2007-06-12
dc.date.accessioned2026-07-07T08:05:21Z
dc.date.available2026-07-07T08:05:21Z
dc.descriptionWe 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.
dc.description35 pages
dc.identifierhttps://arxiv.org/abs/0706.1753
dc.identifierhttp://arxiv.org/abs/0706.1753
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130255
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60E07, 60F10, 15A42, 15A52
dc.titleConcentration of the Spectral Measure for Large Random Matrices with Stable Entries
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