Nonasymptotic universality result showing that ψ-mixing Markovian matrix sums behave spectrally like Gaussians, proved via Boolean cumulants and change-of-measure.
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Sharp concentration for sums of matrices with Markovian dependence through universality
Nonasymptotic universality result showing that ψ-mixing Markovian matrix sums behave spectrally like Gaussians, proved via Boolean cumulants and change-of-measure.