Concentration of norms and eigenvalues of random matrices |
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| Authors: | Mark W Meckes |
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| Institution: | Department of Mathematics, Case Western Reserve University, Cleveland, OH 44106, USA |
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| Abstract: | We prove concentration results for ?pn operator norms of rectangular random matrices and eigenvalues of self-adjoint random matrices. The random matrices we consider have bounded entries which are independent, up to a possible self-adjointness constraint. Our results are based on an isoperimetric inequality for product spaces due to Talagrand. |
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| Keywords: | Random matrices Eigenvalues Concentration of measure Large deviations Talagrand's inequality |
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