Local semicircle law with imprimitive variance matrix

DOI10.1214/ECP.V19-3121zbMATH Open1310.15069arXiv1311.2016OpenAlexW1997240492MaRDI QIDQ743389FDOQ743389

Oskari Heikki Ajanki, László Erdős, Torben Krüger

Publication date: 24 September 2014

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

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.

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

Recommendations

• Isotropic local laws for sample covariance and generalized Wigner matrices
• The local semicircle law for a general class of random matrices
• Local semicircle law under weak moment conditions
• On the local semicircular law for Wigner ensembles
• Local Marchenko-Pastur law at the hard edge of sample covariance matrices

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)

Cited In (4)

• 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

This page was built for publication: Local semicircle law with imprimitive variance matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743389)