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Results tagged with measure-concentration
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user 25103
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How fast can extreme eigenvalues of the average of random matrices converge to their expecta...
Suppose that $X_1,X_2,\ldots,X_m$ are independent $d\times d$ random matrices and let $\overline{X} := \frac{1}{m}\sum_{i=1}^m X_i$. One of the questions studied under the theory of random matrices is …
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