Distribution of singular values of random band matrices; Marchenko-Pastur law and more

Indrajit Jana, Alexander Soshnikov

We consider the limiting spectral distribution of matrices of the form $\frac{1}{2b_n+1}(R+X)(R+X{)}^{\ast }$, where $X$ is an $n\times n$ band matrix of bandwidth $b_n$ and $R$…