Local semicircle law with imprimitive variance matrix

DOI10.1214/ECP.V19-3121MaRDI QIDQ743389zbMATH OpenOpenAlexFDO

Authors Oskari Heikki Ajanki, László Erdős, Torben Krüger

Publication date 24 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1311.2016

zbMATH Keywords

hard edgelocal semicircle lawgeneralised random sample covariance matricesgeneralised Wigner matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue $-1$. In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices $$, where the variances of the entries of $$ may vary.

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(8)

• Local semicircle law in the bulk for Gaussian \(\beta \)-ensemble
• Local spectral statistics of the addition of random matrices
• Free energy of bipartite spherical Sherrington-Kirkpatrick model
• Hafnians, perfect matchings and Gaussian matrices
• Local semicircle law under fourth moment condition
• A local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices
• Optimal multi-resolvent local laws for Wigner matrices
• Isotropic local laws for sample covariance and generalized Wigner matrices

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