%0 Journal Article %1 alon2002concentration %A Alon, N. %A Krivelevich, M. %A Vu, V.H. %D 2002 %I Springer %J Israel Journal of Mathematics %K perturbation singular_value_decomposition %N 1 %P 259--267 %R 10.1007/BF02785860 %T On the Concentration of Eigenvalues of Random Symmetric Matrices %V 131 %X It is shown that for every 1≤s≤n, the probability that thes-th largest eigenvalue of a random symmetricn-by-n matrix with independent random entries of absolute value at most 1 deviates from its median by more thant is at most 4e − t 232 s2. The main ingredient in the proof is Talagrand’s Inequality for concentration of measure in product spaces.

@article{alon2002concentration, abstract = {It is shown that for every 1≤s≤n, the probability that thes-th largest eigenvalue of a random symmetricn-by-n matrix with independent random entries of absolute value at most 1 deviates from its median by more thant is at most 4e − t 232 s2. The main ingredient in the proof is Talagrand’s Inequality for concentration of measure in product spaces.}, added-at = {2011-04-03T22:24:01.000+0200}, author = {Alon, N. and Krivelevich, M. and Vu, V.H.}, biburl = {https://www.bibsonomy.org/bibtex/2783f166c65d2c7084d4e3497fde03a54/ytyoun}, doi = {10.1007/BF02785860}, interhash = {cd531f88c020d325d47dae13bdb5499a}, intrahash = {783f166c65d2c7084d4e3497fde03a54}, issn = {0021-2172}, journal = {Israel Journal of Mathematics}, keywords = {perturbation singular_value_decomposition}, number = 1, pages = {259--267}, publisher = {Springer}, timestamp = {2011-10-03T02:54:47.000+0200}, title = {On the Concentration of Eigenvalues of Random Symmetric Matrices}, volume = 131, year = 2002 }