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1
vote
Rate of convergence in the Law of Large Numbers
I guess what you are looking for is a concentration inequality for heavy-tail distributions. How about this one:
Barthe, F., Cattiaux, P., & Roberto, C. (2005). Concentration for independent random …
2
votes
1
answer
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views
Upper Bounds on the Largest Eigenvalue of Jacobi Matrices
Suppose I have a symmetric tridiagonal (Jacobi) matrix in the following form:
$ \begin{pmatrix}
1 & a_{1} & 0 & ... & 0 \\\
a_{1} & 1 & a_{2} & & ... \\\
0 & a_{2} & 1 & ... & 0 \\\
... & & ... & …