CONCENTRATION OF NORMS AND EIGENVALUES OF RANDOM MATRICES

@inproceedings{Meckes2004CONCENTRATIONON,
  title={CONCENTRATION OF NORMS AND EIGENVALUES OF RANDOM MATRICES},
  author={Mn Patricia Meckes},
  year={2004}
}
In this paper we prove concentration results for norms of rectangular random matrices acting as operators between lp spaces, and eigenvalues of self-adjoint random matrices. Except for the self-adjointness condition when we consider eigenvalues, the only assumptions on the distribution of the matrix entries are independence and boundedness. Our approach is based on a powerful isoperimetric inequality for product probability spaces due to Talagrand [20]. Throughout this paper X = Xm,n will stand… CONTINUE READING

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