English

On bilinear forms based on the resolvent of large random matrices

Probability 2011-08-24 v2

Abstract

Consider a matrix Σn\Sigma_n 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 unQn(z)vnu_n^* Q_n(z) v_n, where unu_n and vnv_n are deterministic vectors, and Q_n(z) is the resolvent associated to ΣnΣn\Sigma_n \Sigma_n^* as the dimensions of matrix Σn\Sigma_n go to infinity at the same pace. Such quantities arise in the study of functionals of ΣnΣn\Sigma_n \Sigma_n^* which do not only depend on the eigenvalues of ΣnΣn\Sigma_n \Sigma_n^*, 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.

Keywords

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

R2 v1 2026-06-21T15:13:24.153Z