On bilinear forms based on the resolvent of large random matrices
Abstract
Consider a matrix with random independent entries, each non-centered with a separable variance profile. In this article, we study the limiting behavior of the random bilinear form , where and are deterministic vectors, and Q_n(z) is the resolvent associated to as the dimensions of matrix go to infinity at the same pace. Such quantities arise in the study of functionals of which do not only depend on the eigenvalues of , and are pivotal in the study of problems related to non-centered Gram matrices such as central limit theorems, individual entries of the resolvent, and eigenvalue separation.
Cite
@article{arxiv.1004.3848,
title = {On bilinear forms based on the resolvent of large random matrices},
author = {Walid Hachem and Philippe Loubaton and Jamal Najim and Pascal Vallet},
journal= {arXiv preprint arXiv:1004.3848},
year = {2011}
}
Comments
35 pp. Extended version of the article accepted for publication in Annales de l'Institut Henri Poincar\'e: Probabilit\'e et Statistiques. Additions to the journal version are Section 4.4 and Sections 5.2, 5.3, 5.4, 5.5. These additions provide mathematical details of some aspects of the proofs