Local Laws and Edge Universality for Noncentral Sample Covariance Matrices

Can Hu, Jiang Hu, Zhidong Bai

We consider the real noncentral sample covariance matrices $\mathcal{W}=Y{Y}^{\top }$ with $Y=A+{\Sigma }^{1/2}X$. Here $A\in {\mathbb{R}}^{M\times N}$ is deterministic, $Σ\in \mathbb{R}^{M\times…