A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Local semicircle law with imprimitive variance matrix
2014
Electronic Communications in Probability
Preserved Fulltext
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 X * X, where the variances of the entries of X may vary.
doi:10.1214/ecp.v19-3121
fatcat:bdxansbg5jgf3a2lgnzhlrza5m