High-dimensional sample covariance matrices with Curie-Weiss entries

zbMath1454.60013arXiv1910.12332MaRDI QIDQ5140268

Michael Fleermann, Johannes Heiny

Publication date: 15 December 2020

Full work available at URL: https://arxiv.org/abs/1910.12332

zbMATH Keywords

phase transitionempirical spectral distributioncorrelated covariance matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Local semicircle law for Curie-Weiss type ensembles ⋮ Large sample covariance matrices of Gaussian observations with uniform correlation decay ⋮ Proof methods in random matrix theory ⋮ Large sample autocovariance matrices of linear processes with heavy tails ⋮ Thin-shell theory for rotationally invariant random simplices ⋮ Local central limit theorem for multi-group Curie-Weiss models

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