期刊
ELECTRONIC COMMUNICATIONS IN PROBABILITY
卷 14, 期 -, 页码 334-342出版社
UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v14-1483
关键词
Wishart matrices; concentration inequalities; spectral measure
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.
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