For sparse sample covariance matrices X^T X with nonzero-mean weights, the typical largest eigenvalue and top eigenvector component distribution are obtained from replica-based recursive distributional equations solved by population dynamics.
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Top eigenpair statistics of diluted Wishart matrices
For sparse sample covariance matrices X^T X with nonzero-mean weights, the typical largest eigenvalue and top eigenvector component distribution are obtained from replica-based recursive distributional equations solved by population dynamics.