Top eigenpair statistics of diluted Wishart matrices

Barak Budnick, Preben Forer, Pierpaolo Vivo +3

Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form $\mathbf{J}={\mathbf{X}}^T\mathbf{X}$, where $\mathbf{X}$ is a…