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math.PR2019
Matrix Poincaré inequalities and concentration
Richard Aoun, Marwa Banna, Pierre Youssef
We show that any probability measure satisfying a Matrix Poincaré inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequali…
math.PR2019
The central limit theorem for eigenvalues
Richard Aoun
We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reducti…