Singularities of the density of states of random Gram matrices
Download
DOI
Journal Article
| Published
| English
Scopus indexed
Author
Corresponding author has ISTA affiliation
Department
Abstract
For large random matrices X with independent, centered entries but not necessarily identical variances, the eigenvalue density of XX* is well-approximated by a deterministic measure on ℝ. We show that the density of this measure has only square and cubic-root singularities away from zero. We also extend the bulk local law in [5] to the vicinity of these singularities.
Publishing Year
Date Published
2017-11-21
Journal Title
Electronic Communications in Probability
Publisher
Institute of Mathematical Statistics
Volume
22
Article Number
63
ISSN
IST-REx-ID
All files available under the following license(s):
Creative Commons Attribution 4.0 International Public License (CC-BY 4.0):
Main File(s)
File Name
Access Level
Open Access
Date Uploaded
2018-12-12
MD5 Checksum
0ec05303a0de190de145654237984c79
Material in ISTA:
Dissertation containing ISTA record
Google Scholar