On the concentration of eigenvalues of random symmetric matrices

Preprint

21 September 2000

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.math-ph/0009032

Abstract

We prove that few largest (and most important) eigenvalues of random symmetric matrices of various kinds are very strongly concentrated. This strong concentration enables us to compute the means of these eigenvalues with high precision. Our approach uses Talagrand's inequality and is very different from standard approaches.

Keywords

TALAGRAND'S INEQUALITY
CONCENTRATION ENABLES
EIGENVALUES OF RANDOM
SYMMETRIC MATRICES
USES TALAGRAND'S
RANDOM SYMMETRIC
STANDARD

All Related Versions

Version 1, 2000-09-21, ArXiv

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