A. Maltsev

activity

20092023

most citedLocal Marchenko-Pastur Law at the Hard Edge of Sample Covariance Matrices

22 citations · 68 across the 11 of their papers we have counts for

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math.PR2020

Covariance Kernel of Linear Spectral Statistics for Half-Heavy tailed Wigner Matrices

Asad Lodhia, Anna Maltsev

In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments…

math.PR2014

Fluctuations of linear statistics of half-heavy-tailed random matrices

Florent Benaych-Georges, Anna Maltsev

We consider a Wigner matrix $A$ with entries tail decaying as $x^{- α}$ with $2 < α < 4$ for large $x$ and study fluctuations of linear statistics $N^{- 1} Tr φ (A)$ . The beh…