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

S. G. Bobkov; F. Götze

doi:10.3150/10-bej254

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arXiv · 1011.6165

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

S. G. Bobkov·F. Götze

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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.

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S. G. Bobkov, F. Götze. 2010-11-29. Concentration of empirical distribution functions with applications to non-i.i.d. models. https://doi.org/10.3150/10-bej254

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