On the concentration of eigenvalues of random symmetric matrices
نویسندگان
چکیده
It is shown that for every 1 ≤ s ≤ n, the probability that the s-th largest eigenvalue of a random symmetric n-by-n matrix with independent random entries of absolute value at most 1 deviates from its median by more than t is at most 4e−t 2/32s2 . The main ingredient in the proof is Talagrand’s Inequality for concentration of measure in product spaces.
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تاریخ انتشار 2000