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    • Isotropic local laws for sample covariance and generalized Wigner matrices 

      Alex, Bloemendal; Erdos, Laszlo; Knowles, Antti; Yau, Horng-Tzer; Yin, Jun (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 ...