Resolvent convergence for sample covariance matrices with general covariance profiles and quadratic-form control
arXiv:2109.02644v4 Announce Type: replace-cross
Abstract: We study the resolvent \[ G^z = \left(\frac{1}{n}XX^T – zI_p\right)^{-1}, \qquad z\in\mathbb C,\ \Im(z)>0, \] where $X=(x_1,\ldots,x_n)\in\mathcal M_{p,n}$ is a random matrix with independent, …