Local semicircle law with imprimitive variance matrix
We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue \( -1 \). In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample...
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Veröffentlicht in: | arXiv.org 2013-11 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue \( -1 \). In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices \( \boldsymbol{\mathrm{X}}^\ast \boldsymbol{\mathrm{X}} \), where the variances of the entries of \( \boldsymbol{\mathrm{X}} \) may vary. |
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ISSN: | 2331-8422 |