Singularities of the density of states of random Gram matrices

DOI10.1214/17-ECP97zbMath1378.60020arXiv1708.08442MaRDI QIDQ1689825

Johannes Alt

Publication date: 18 January 2018

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

Full work available at URL: https://arxiv.org/abs/1708.08442

zbMATH Keywords

Dyson equationlocal lawgeneral variance profilecubic cuspsquare-root edge

Mathematics Subject Classification ID

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

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Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit ⋮ Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations ⋮ The Dyson equation with linear self-energy: spectral bands, edges and cusps ⋮ Edge universality of separable covariance matrices ⋮ Quadratic Vector Equations On Complex Upper Half-Plane ⋮ Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices ⋮ Edge statistics of large dimensional deformed rectangular matrices

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