Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble

DOI10.1063/5.0121895arXiv2206.01971MaRDI QIDQ6142818

Anna V. Maltsev, Unnamed Author

Publication date: 4 January 2024

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.01971

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cites Work

• Optimal bounds for convergence of expected spectral distributions to the semi-circular law
• Random covariance matrices: universality of local statistics of eigenvalues
• Fluctuations of functions of Wigner matrices
• Bounds for the Stieltjes transform and the density of states of Wigner matrices
• Random matrices: The distribution of the smallest singular values
• Gaussian fluctuations of eigenvalues in the GUE
• Applications of mesoscopic CLTs in random matrix theory
• On a theorem by P. Malliavin
• The local relaxation flow approach to universality of the local statistics for random matrices
• Universality of covariance matrices
• Gaussian fluctuations in complex sample covariance matrices
• RANDOM COVARIANCE MATRICES: UNIVERSALITY OF LOCAL STATISTICS OF EIGENVALUES UP TO THE EDGE
• Moment Inequalities for Linear and Nonlinear Statistics
• Local Marchenko-Pastur law at the hard edge of sample covariance matrices
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

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