Concentration of norms and eigenvalues of random matrices
arXiv:math/0211192 · doi:10.1016/S0022-1236(03)00198-8
Abstract
We prove concentration results for 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.
15 pages; AMS-LaTeX; updated one reference