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ЖУРНАЛЫ // Записки научных семинаров ПОМИ

Зап. научн. сем. ПОМИ, 2022, том 510, страницы 65–86 (Mi znsl7194)

Local laws for sparse sample covariance matrices without the truncation condition
F. Götze, A. N. Tikhomirov, D. A. Timushev

Литература

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2. L. Erdős, A. Knowles, H.-T. Yau, J. Yin, “Spectral statistics of {E}rdős-{R}ényi graphs II: Eigenvalue spacing and the extreme eigenvalues”, Comm. Math. Phys., 314:3 (2012), 587–640  crossref  mathscinet
3. J. Huang, B. Landon, H.-T. Yau, “Bulk universality of sparse random matrices”, J. Math. Phys., 56 (2015), 123301, 1–19  mathscinet
4. J. Huang, H.-T. Yau, Edge Universality of Sparse Random Matrices, 2022, arXiv: 2206.06580 [math.PR]
5. J. O. Lee, K. Schnelli, “Tracy–Widom distribution for the largest eigenvalue of real sample covariance matrices with general population”, Ann. Appl. Probab., 26:6 (2016), 3786–3839  crossref  mathscinet  elib
6. J. Y. Hwang, J. O. Lee, K. Schnelli, “Local law and Tracy–Widom limit for sparse sample covariance matrices”, Ann. Appl. Probab., 29:5 (2019), 3006–3036  crossref  mathscinet
7. A. N. Tikhomirov, D. A. Timushev, “Local laws for sparse sample covariance matrices”, Mathematics, 10:13 (2022), 2326  crossref
8. A. Aggarwal, “Bulk universality for generalized Wigner matrices with few moments”, Probab. Theory Relat, Fields, 173:1–2 (2019), 375–432  crossref  mathscinet
9. A. N. Tikhomirov, “Simple proofs of Rosenthal inequalities for linear forms of independent random variables and its generalization to quadratic forms”, Proc. of the Komi Science Centre of the Ural Branch of the Russian Academy of Sciences, 2:34 (2018), 8–13


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