Local Laws for Sparse Sample Covariance Matrices without the truncation condition

F. Götze, A. Tikhomirov, D. Timushev

We consider sparse sample covariance matrices $\frac{1}{n{p}_n}\mathbf{X}{\mathbf{X}}^{\ast }$, where $\mathbf{X}$ is a sparse matrix of order $n\times m$ with the sparse probability $p_n$. We pr…