A. Tikhomirov

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20072022

most citedSemicircle Law for a Class of Random Matrices with Dependent Entries

18 citations · 32 across the 6 of their papers we have counts for

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Showing 2022 · math.PRShow all

2 papers · 2 filters

math.PR2022

Local Laws for Sparse Sample Covariance Matrices without the truncation condition

F. Götze, A. Tikhomirov, D. Timushev

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

math.PR2022

On the Largest and the Smallest Singular Value of Sparse Rectangular Random Matrices

F. Götze, A. Tikhomirov

We derive estimates for the largest and smallest singular values of sparse rectangular $N \times n$ random matrices, assuming $lim_{N, n \to \infty} \frac{n}{N} = y \in (0, 1)$ . We consider a…