Concentration of the spectral measure for large random matrices with stable entries

被引：0
|
作者：
Houdre, Christian [1 ]
Xu, Hua [1 ]
机构：
[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
来源：
ELECTRONIC JOURNAL OF PROBABILITY | 2008年 / 13卷
关键词：
spectral measure; random matrices; infinitely divisibility; stable vector; concentration;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We derive concentration in equalities for functions of the empirical measure of large random matrices with infinitely divisible entries, in particular, stable or heavy tails 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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页数：28
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