Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
نویسنده
چکیده
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
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