Quantitative universality for the largest eigenvalue of sample covariance matrices

Cites Work

Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
Random covariance matrices: universality of local statistics of eigenvalues
Gap universality of generalized Wigner and \(\beta\)-ensembles
Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
The eigenvector moment flow and local quantum unique ergodicity
Local law for random Gram matrices
Universality of random matrices and local relaxation flow
Universality for generalized Wigner matrices with Bernoulli distribution
Anisotropic local laws for random matrices
Edge universality of correlation matrices
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
Universality results for the largest eigenvalues of some sample covariance matrix ensembles
Diffusions of perturbed principal component analysis
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Fixed energy universality of Dyson Brownian motion
On the distribution of the largest eigenvalue in principal components analysis
Bulk universality for generalized Wigner matrices
Shape fluctuations and random matrices
Extreme gaps between eigenvalues of Wigner matrices
Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
Universality for the largest eigenvalue of sample covariance matrices with general population
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
The local relaxation flow approach to universality of the local statistics for random matrices
Isotropic local laws for sample covariance and generalized Wigner matrices
Universality of covariance matrices
Universality of the least singular value for sparse random matrices
On the principal components of sample covariance matrices
Fixed Energy Universality for Generalized Wigner Matrices
Empirical Processes with Applications to Statistics
Edge universality for deformed Wigner matrices
A Dynamical Approach to Random Matrix Theory
Local Marchenko-Pastur law at the hard edge of sample covariance matrices

This page was built for publication: Quantitative universality for the largest eigenvalue of sample covariance matrices