Local Marchenko-Pastur law at the hard edge of sample covariance matrices (Q5397828): Difference between revisions

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+Anna V. Maltsev
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+Benjamin Schlein
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+MaRDI publication profile
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+W3103665959
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+.1730
@@ Property / arXiv ID: 1206.1730 / rank @@
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@@ Property / cites work @@
+Poisson convergence for the largest eigenvalues of heavy tailed random matrices
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+Universality of local eigenvalue statistics for some sample covariance matrices
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+Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
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+Bulk universality for Wigner matrices
@@ Property / cites work: Bulk universality for Wigner matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices
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+Local semicircle law and complete delocalization for Wigner random matrices
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+Wegner Estimate and Level Repulsion for Wigner Random Matrices
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+Universality of random matrices and local relaxation flow
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@@ Property / cites work @@
+The local relaxation flow approach to universality of the local statistics for random matrices
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+Bulk universality for generalized Wigner matrices
@@ Property / cites work: Bulk universality for generalized Wigner matrices / rank @@
+Normal rank
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+Rigidity of eigenvalues of generalized Wigner matrices
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+A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
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+Average density of states for Hermitian Wigner matrices
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+Universality at the edge of the spectrum in Wigner random matrices.
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@@ Property / cites work @@
+Random matrices: The distribution of the smallest singular values
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+Random matrices: universality of local eigenvalue statistics
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@@ Property / cites work @@
+Random matrices: Universality of local eigenvalue statistics up to the edge
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+Random covariance matrices: universality of local statistics of eigenvalues
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@@ Property / cites work @@
+RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE
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