Unconditional convergence of random series and the geometry of Banach spaces.
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Kvaratskhelia, V. (2000)
Georgian Mathematical Journal
Ho Dang Phuc (1981)
Annales de l'I.H.P. Probabilités et statistiques
Sandrine Péché (2012)
Annales de l'I.H.P. Probabilités et statistiques
We consider complex sample covariance matrices MN = (1/N)YY* where Y is a N × p random matrix with i.i.d. entries Yij, 1 ≤ i ≤ N, 1 ≤ j ≤ p, with distribution F. Under some regularity and decay assumptions on F, we prove universality of some local eigenvalue statistics in the bulk of the spectrum in the limit where N → ∞ and limN→∞ p/N = γ for any real number γ ∈ (0, ∞).
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