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math.PR2016
Local inhomogeneous circular law
Johannes Alt, Laszlo Erdos, Torben Krüger
We consider large random matrices with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectr…
math.PR2016★ 27 cited
Local law for random Gram matrices
Johannes Alt, László Erdős, Torben Krüger
We prove a local law in the bulk of the spectrum for random Gram matrices , a generalization of sample covariance matrices, where is a large matrix with independent, cent…