Universality in the bulk of the spectrum for complex sample covariance matrices

S. Péché

We consider complex sample covariance matrices $M_N=\frac{1}{N}Y{Y}^{\ast }$ where $Y$ is a $N\times p$ random matrix with i.i.d. entries $Y_{ij},1\le i\le N,1\le j\le p$ with dist…