Singularities of the density of states of random Gram matrices

Alt J. 2017. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 22, 63.

Download
OA IST-2018-926-v1+1_euclid.ecp.1511233247.pdf 470.88 KB [Published Version]

Journal Article | Published | English

Scopus indexed
Department
Abstract
For large random matrices X with independent, centered entries but not necessarily identical variances, the eigenvalue density of XX* is well-approximated by a deterministic measure on ℝ. We show that the density of this measure has only square and cubic-root singularities away from zero. We also extend the bulk local law in [5] to the vicinity of these singularities.
Publishing Year
Date Published
2017-11-21
Journal Title
Electronic Communications in Probability
Publisher
Institute of Mathematical Statistics
Volume
22
Article Number
63
ISSN
IST-REx-ID
550

Cite this

Alt J. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 2017;22. doi:10.1214/17-ECP97
Alt, J. (2017). Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/17-ECP97
Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/17-ECP97.
J. Alt, “Singularities of the density of states of random Gram matrices,” Electronic Communications in Probability, vol. 22. Institute of Mathematical Statistics, 2017.
Alt J. 2017. Singularities of the density of states of random Gram matrices. Electronic Communications in Probability. 22, 63.
Alt, Johannes. “Singularities of the Density of States of Random Gram Matrices.” Electronic Communications in Probability, vol. 22, 63, Institute of Mathematical Statistics, 2017, doi:10.1214/17-ECP97.
All files available under the following license(s):
Creative Commons Attribution 4.0 International Public License (CC-BY 4.0):
Main File(s)
Access Level
OA Open Access
Date Uploaded
2018-12-12
MD5 Checksum
0ec05303a0de190de145654237984c79


Material in ISTA:
Dissertation containing ISTA record

Export

Marked Publications

Open Data ISTA Research Explorer

Search this title in

Google Scholar