Nonasymptotic universality result showing that ψ-mixing Markovian matrix sums behave spectrally like Gaussians, proved via Boolean cumulants and change-of-measure.
Consequently, using a similar estimate for the case t1 = t2 + 1, d n X |t1−t2|=1 Et1,t2(i, j, k, m) ≤ ( 2 d3 c2 2, if j ̸= k and i ̸= m, 2 d2 (c3 + 1 d c2
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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.