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49:50
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Erwin Schrödinger International Institute for Mathematics and
Elliot Paquette - Local laws of sample covariance matrices beyond the separable case
This lecture was part of the Workshop on "Random Matrices and Operators" held at the ESI April 13 - 17, 2026. Sample covariance matrices are among the most fundamental objects in random matrix theory and statistics. In this talk, I'll discuss recent work identifying the assumptions on random vectors that allow local laws to hold for their ...
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