Spectral properties of the generalized diluted Wishart ensemble
The celebrated Marčenko–Pastur law, that considers the asymptotic spectral density of random covariance matrices, has found a great number of applications in physics, biology, economics, engineering, among others. Here, using techniques from statistical mechanics of spin glasses, we derive simple fo...
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| Format: | Article |
| Language: | English |
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IOP Publishing
2022-01-01
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| Series: | Journal of Physics: Complexity |
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| Online Access: | https://doi.org/10.1088/2632-072X/ac956d |