2 papers
math.PR2024
A note on the fluctuations of the resolvent traces of a tensor model of sample covariance matrices
Alicja Dembczak-Kołodziejczyk
In this note, we consider a sample covariance matrix of the form $$M_{n}=\sum_{α=1}^m τ_α{\mathbf{y}}_α^{(1)} \otimes {\mathbf{y}}_α^{(2)}({\mathbf{y}}_α^{(1)} \otimes {\mathbf{y}}…
math.PR2021
On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations
Alicja Dembczak-Kołodziejczyk, Anna Lytova
Given , we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{α=1}^mξ_α\mathbf{y}_α\mathbf{y}_α^T\quad\text{and}\quad \mathcal{A}_n =…