Local law and Tracy-Widom limit for sparse sample covariance matrices (Q2286459)
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scientific article
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| English | Local law and Tracy-Widom limit for sparse sample covariance matrices |
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Local law and Tracy-Widom limit for sparse sample covariance matrices (English)
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22 January 2020
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high-dimensional sample covariance matrices
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local law
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Tracy-Widom distribution
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0.9395188093185424
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0.8574193120002747
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0.8304767608642578
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0.8195006251335144
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0.8155623078346252
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