Local semicircle law with imprimitive variance matrix

preprint2013arXivOpen access

Abstract

We extend the proof of the local semicircle law for generalized Wigner matrices given in [4] to the case when the matrix of variances has an eigenvalue −1 -1 . In particular, this result provides a short proof of the optimal local Marchenko-Pastur law at the hard edge (i.e. around zero) for sample covariance matrices X∗X \boldsymbol{\mathrm{X}}^\ast \boldsymbol{\mathrm{X}} , where the variances of the entries of X \boldsymbol{\mathrm{X}} may vary.

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