Browsing FAS Scholarly Articles by Keyword "delocalization"
Now showing items 1-1 of 1
-
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 ...