Concentration for noncommutative polynomials in random matrices
classification
🧮 math.PR
keywords
matricesconcentrationnoncommutativepolynomialsrandomboundedcoverensembles
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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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