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Concentration of the Spectral Measure for Large Matrices
Random Matrices concentration inequalities non-commutative functionals
2009/5/4
We derive concentration inequalities for functions of the empirical measure of eigenvalues for large, random, self adjoint matrices, with not necessarily Gaussian entries. The results presented apply ...
Concentration of the Spectral Measure for Large Random Matrices with Stable Entries
Spectral Measure Random Matrices Infinitely divisibility Stable Vector Concentration
2010/4/29
We derive concentration inequalities for functions of the empirical
measure of large random matrices with infinitely divisible entries and,
in particular, stable ones. We also give concentration res...