Concentration of empirical distribution functions with applications to non-i.i.d. models

S. G. Bobkov, F. Götze

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.

Original languageEnglish (US)
Pages (from-to)1385-1414
Number of pages30
JournalBernoulli
Volume16
Issue number4
DOIs
StatePublished - Nov 1 2010

Keywords

  • Empirical measures
  • Logarithmic Sobolev inequalities
  • Poincaré-type inequalities
  • Random matrices
  • Spectral distributions

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