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arxiv: 1311.2016 · v1 · pith:ENITF2K6new · submitted 2013-11-08 · 🧮 math.PR

Local semicircle law with imprimitive variance matrix

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keywords boldsymbollocalmathrmmatricesmatrixproofsemicirclevariances
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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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