Universality and Sharp Matrix Concentration Inequalities - Brailovskaya, Tatiana; van Handel, Ramon (Geometric and functional analysis, 2024)
Keywords: Analysis; Covariance matrix; Inequalities; Mathematics; Mathematics and Statistics; Matrix theory; Phase transitions; Principle of universality; 60E15; 15B52; Random matrices; Free probability; Matrix concentration; 60B20; Universality; 46L53; 46L54