Concentration of the Spectral Measure for Large Matrices
ثبت نشده
چکیده
منابع مشابه
Concentration of the Spectral Measure of Large Wishart Matrices with Dependent Entries
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.
متن کاملar X iv : 0 81 0 . 27 53 v 1 [ m at h . ST ] 1 5 O ct 2 00 8 Concentration of the spectral measure of large Wishart matrices with dependent entries
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.
متن کاملConcentration of the Spectral Measure for Large Random Matrices with Stable Entries
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these random matrices, such as the largest eigenvalue or the largest singular value. AMS 2000 Subject Classification: 60E07, 60F10, 15A42, 15A52
متن کاملJoint and Generalized Spectral Radius of Upper Triangular Matrices with Entries in a Unital Banach Algebra
In this paper, we discuss some properties of joint spectral {radius(jsr)} and generalized spectral radius(gsr) for a finite set of upper triangular matrices with entries in a Banach algebra and represent relation between geometric and joint/generalized spectral radius. Some of these are in scalar matrices, but some are different. For example for a bounded set of scalar matrices,$Sigma$, $r_*...
متن کاملجداسازی طیفی با استفاده از الگوریتم HYCA بهبودیافته
Hyperspectral (HS) imaging is a significant tool in remote sensing applications. HS sensors measure the reflected light from the surface of objects in hundreds or thousands of spectral bands, called HS images. Increasing the number of these bands produces huge data, which have to be transmitted to a terrestrial station for further processing. In some applications, HS images have to be sent inst...
متن کامل