  We extend to the matrix setting a recent result of Srivastava-Vershynin about
estimating the covariance matrix of a random vector. The result can be in-
terpreted as a quantified version of the law of large numbers for positive
semi-definite matrices which verify some regularity assumption. Beside giving
examples, we dis- cuss the notion of log-concave matrices and give estimates on
the smallest and largest eigenvalues of a sum of such matrices.
