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ISSN 1088-6826(e) ISSN 0002-9939(p)

Concentration for noncommutative polynomials in random matrices

Authors: Mark W. Meckes and Stanisław J. Szarek
Journal: Proc. Amer. Math. Soc. 140 (2012), 1803-1813
MSC (2010): Primary 60E15, 60B20
Posted: September 6, 2011
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Abstract: We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries and unitary or orthogonal matrices.

References

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