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Proving anti-concentration for the operator norm of a random matrix
If $X$ is a random matrix then I would like to find $\theta >0$ and $\delta \in (0,1)$ s.t I can say,
$$\mathbb{P} \Bigg [ \Big \vert \Vert X \Vert - \mathbb{E} [ \Vert X \Vert ] \Big \vert > \...
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3
votes
1
answer
159
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About concentration of eigenvalues values of a random symmetric matrix in a specific interval
Given a random symmetric matrix $M$ and two numbers $\lambda_\min$ and $\lambda_\max$ how do we calculate the expected or high probability value of the fraction of its eigenvalues which lie in the ...
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