Local law for random Gram matrices

DOI10.1214/17-EJP42zbMath1376.60014arXiv1606.07353OpenAlexW3104332047MaRDI QIDQ516104

Torben Krüger, Johannes Alt, László Erdős

Publication date: 21 March 2017

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

Full work available at URL: https://arxiv.org/abs/1606.07353

zbMATH Keywords

hard edgeMarchenko-Pastur lawcapacity of MIMO channelsgeneral variance profilesoft edge

Mathematics Subject Classification ID

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

Related Items (17)

Biwhitening Reveals the Rank of a Count Matrix ⋮ Universality of the least singular value for sparse random matrices ⋮ Universality for general Wigner-type matrices ⋮ 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 ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices ⋮ Unnamed Item ⋮ The Dyson equation with linear self-energy: spectral bands, edges and cusps ⋮ Local inhomogeneous circular law ⋮ Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds ⋮ 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 ⋮ Location of the spectrum of Kronecker random matrices ⋮ Edge statistics of large dimensional deformed rectangular matrices ⋮ Non-Hermitian random matrices with a variance profile. II: properties and examples ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations

This page was built for publication: Local law for random Gram matrices