Anastasis Kafetzopoulos

collaborators

2 papers

math.PR2026

Spectral properties of Random Matrices

Anastasis Kafetzopoulos

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distri…

math.PR2022

Local Marchenko-Pastur law at the hard edge of the Sample Covariance ensemble

Anastasis Kafetzopoulos, Anna Maltsev

Consider an $N$ by $N$ matrix $X$ of complex entries with iid real and imaginary parts. We show that the local density of eigenvalues of $X^{*} X$ converges to the Marchenko-Pastur la…