Timeline for Sum of Square of the Eigenvalues of Wishart Matrix
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 29, 2021 at 20:54 | history | edited | ofer zeitouni | CC BY-SA 4.0 |
fixed typo
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| Jun 29, 2021 at 11:48 | comment | added | dohmatob | @oferzeitouni Possible typo: $m=\alpha_d s$ ==> $m=\alpha_d d$. | |
| Jun 17, 2019 at 20:22 | comment | added | ofer zeitouni | and the normalization is as in the wikipedia page I quoted. You get $1/d$ from the empirical measure and $1/m^2$ from the normalization of the entries (you are taking the square of the MP matrix...) | |
| Jun 17, 2019 at 20:19 | comment | added | ofer zeitouni | That is the limiting case, in which the limit empirical measure is a dirac at 1.... | |
| Jun 17, 2019 at 20:19 | comment | added | hookah | And also why the normalization is by $d^{-1}m^{-2}$? I understand that MP law requires $\frac1m$ normalization, and you get an extra for $d$, but why $d^2$? | |
| Jun 17, 2019 at 20:13 | vote | accept | hookah | ||
| Jun 17, 2019 at 20:13 | comment | added | hookah | Ofer, thanks for the answer. Sorry, if it is a trivial question: How to handle the case $\alpha\to+\infty$ (more precisely, when $d\to+\infty$ and $d=o(m)$)? | |
| Jun 17, 2019 at 19:53 | history | answered | ofer zeitouni | CC BY-SA 4.0 |