S. G. Bobkov, F. Götze, A. N. Tikhomirov, “On the concentration of high dimensional matrices with randomly signed entries”, Zap. Nauchn. Sem. POMI, 2009, Volume 364,Pages <nobr>32

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On the concentration of high dimensional matrices with randomly signed entries

S. G. Bobkov^a, F. Götze^b, A. N. Tikhomirov^c

^a School of Mathematics, University of Minnesota, Minneapolis, USA
^b Department of Mathematics, University of Bielefeld, Bielefeld, Germany
^c St. Petersburg State University, Department of Mathematics and Mechanics, Russia

Abstract: Results on the concentration and asymptotic behaviour of large dimensional random matrices with random signs are obtained. They extend corresponding results, originating in the 1978 work of V. N. Sudakov, in the scheme of weighted sums with limiting Gaussian mixture families to Wigner distributions. Bibl. – 28 titles.

UDC: 519

Received: 17.01.2008

Language: English