Local laws for sparse sample covariance matrices without the truncation condition

DOI10.1007/S10958-024-07533-YMaRDI QIDQ6657303

A. N. Tikhomirov, F. Götze, Dmitry Timushev

Publication date: 6 January 2025

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

local lawstruncation conditionsparse sample covariance matrices

Mathematics Subject Classification ID

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

Cites Work

• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Bulk universality for generalized Wigner matrices with few moments
• Local law and Tracy-Widom limit for sparse sample covariance matrices
• Bulk universality of sparse random matrices

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