282 Index
sub-Gaussian, 16
symmetric Bernoulli ensemble, 105
symmetric Wigner ensembles, 105
symmetrisation argument, 111
Talagrand concentration inequality, 73
tensor power trick, 254
tensorisation, 70
tight sequence of distributions, 32
trace axiom, 169
trace class, 47
Tracy-Widom law, 107, 134, 206
transience, 245
trapezoid rule, 35
tree, 121
tridiagonal matrix algorithm, 206
truncation argument, 81, 139
truncation method, 65
undoing a conditioning, 25
uniform distribution, 12
union bound, 5, 6, 15
Vandermonde determinant, 183, 194,
248
variance, 17
von Neumann algebra, 171
Weyl chamber, 246
Weyl group, 188
Weyl inequality, 40, 46
Wielandt minimax formula, 44
Wielandt-Hoffman inequality, 46
Wiener process, 236
Wigner ensemble, 106
Wigner semicircular law, 136
Wishart distribution, 221
zeroth moment, 15
zeroth moment method, 5, 57
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