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math.PR2025
Eigenvalues of Brownian Motions on
Tatiana Brailovskaya, Nicholas A. Cook, Todd Kemp +1
We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group converges almost surely to a deterministic probability measure, chara…
math.PR2024★ 1 cited
Extremal random matrices with independent entries and matrix superconcentration inequalities
Tatiana Brailovskaya, Ramon van Handel
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the T…
math.PR2022★ 2 cited
Universality and sharp matrix concentration inequalities
Tatiana Brailovskaya, Ramon van Handel
We show that, under mild assumptions, the spectrum of a sum of independent random matrices is close to that of the Gaussian random matrix whose entries have the same mean and covar…