Concentration for noncommutative polynomials in random matrices

Meckes, Mark; Szarek, Stanisław

doi:10.1090/S0002-9939-2011-11262-0

Concentration for noncommutative polynomials in random matrices
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by Mark W. Meckes and Stanisław J. Szarek PDF

Proc. Amer. Math. Soc. 140 (2012), 1803-1813 Request permission

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.

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