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

Bobkov SG, Götze F (2010)
Bernoulli 16(4): 1385-1414.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Bobkov, S. G.; Götze, FriedrichUniBi
Abstract / Bemerkung
The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincare-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical distribution functions associated with high-dimensional random matrices.
Stichworte
random matrices; logarithmic Sobolev inequalities; empirical measures; Poincare-type; inequalities; spectral distributions
Erscheinungsjahr
2010
Zeitschriftentitel
Bernoulli
Band
16
Ausgabe
4
Seite(n)
1385-1414
ISSN
1350-7265
Page URI
https://pub.uni-bielefeld.de/record/2003517

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Bobkov SG, Götze F. Concentration of empirical distribution functions with applications to non-i.i.d. models. Bernoulli. 2010;16(4):1385-1414.
Bobkov, S. G., & Götze, F. (2010). Concentration of empirical distribution functions with applications to non-i.i.d. models. Bernoulli, 16(4), 1385-1414. https://doi.org/10.3150/10-BEJ254
Bobkov, S. G., and Götze, F. (2010). Concentration of empirical distribution functions with applications to non-i.i.d. models. Bernoulli 16, 1385-1414.
Bobkov, S.G., & Götze, F., 2010. Concentration of empirical distribution functions with applications to non-i.i.d. models. Bernoulli, 16(4), p 1385-1414.
S.G. Bobkov and F. Götze, “Concentration of empirical distribution functions with applications to non-i.i.d. models”, Bernoulli, vol. 16, 2010, pp. 1385-1414.
Bobkov, S.G., Götze, F.: Concentration of empirical distribution functions with applications to non-i.i.d. models. Bernoulli. 16, 1385-1414 (2010).
Bobkov, S. G., and Götze, Friedrich. “Concentration of empirical distribution functions with applications to non-i.i.d. models”. Bernoulli 16.4 (2010): 1385-1414.

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