Abstract
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. © 2009 Applied Probability Trust.
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APA
Guntuboyina, A., & Hannes, L. (2009). Concentration of the spectral measure of largewishart matrices with dependent entries. Electronic Communications in Probability, 14, 334–342. https://doi.org/10.1214/ECP.v14-1483
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