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Concentration of norms and eigenvalues of random matrices

Mark W. Meckes
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Abstract

We prove concentration results for $\ell_p^n$ 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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BibTeXRIS

Mark W. Meckes. 2002-11-18. Concentration of norms and eigenvalues of random matrices. https://doi.org/10.1016/s0022-1236(03)00198-8

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