Journal
ELECTRONIC COMMUNICATIONS IN PROBABILITY
Volume 14, Issue -, Pages 334-342Publisher
UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v14-1483
Keywords
Wishart matrices; concentration inequalities; spectral measure
Categories
Ask authors/readers for more resources
We derive concentration inequalities for the spectral measure of large random matrices, allowing for certain forms of dependence. Our main focus is on empirical covariance (Wishart) matrices, but general symmetric random matrices are also considered.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
