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• Isotropic local laws for sample covariance and generalized Wigner matrices ﻿

(Institute of Mathematical Statistics, 2014)
We consider sample covariance matrices of the form X ∗X, where X is an M × N matrix with independent random entries. We prove the isotropic local MarchenkoPastur law, i.e. we prove that the resolvent (X ∗X − z) −1 converges ...