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Concentration of distances in Wigner matrices

Article ID Journal Published Year Pages File Type
5773029 Linear Algebra and its Applications 2018 35 Pages PDF
Abstract
It is well-known that distances in random iid matrices are highly concentrated around their mean. In this note we extend this concentration phenomenon to Wigner matrices. Exponential bounds for the lower tail are also included.
Keywords
11B2515A5215A63Concentration of measureRandom matrices
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Preview
Concentration of distances in Wigner matrices
Authors
Hoi H. Nguyen,
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Journal
Linear Algebra and its Applications
Journal: Linear Algebra and its Applications
Related Categories
11B25
15A52
15A63
Concentration of measure
Random matrices
Algebra and Number Theory
Analysis
Applied Mathematics
Computational Mathematics
Control and Optimization
Discrete Mathematics and Combinatorics
Geometry and Topology
Logic
Mathematical Physics
Mathematics (General)
Modelling and Simulation
Numerical Analysis
Statistics and Probability
Theoretical Computer Science
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Journal of Symbolic Computation
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