In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex body. Non-asymptotic estimates and first order asymptotic limits for the extreme eigenvalues have been obtained in the literature. In this paper, with the recent advancements on log-concave measures \cite{chen, KL22}, we take a step further to locate the eigenvalues with a nearly optimal precision, namely, the spectral rigidity of this ensemble is derived. Based on the spectral rigidity and an additional ``unconditional" assumption, we further derive the Tracy-Widom law for the extreme eigenvalues of $XX^*$, and the Gaussian law for the extreme eigenvalues in case strong spikes are present.
翻译:在本文中,我们考虑了随机矩阵的对数组合组合,这是一组共变基质,用异位对数对数对数对数对数对数对数,用美元对数对数对数对数对数对数,用美元对数对数对数,用美元对数对数对数。一个主要的例子就是对异位对数对象体的统一测量的共变估计值。文献中已经获得了关于极端电子值的无损估计值和第一顺序对数限制。在本文件中,随着最近对对正对数对数措施的进展,我们又进一步进一步一步,以近乎最佳的精确度定位了电子值,即该元素的光谱僵硬度得到推算。基于光谱的僵硬性和附加的“不附加条件”假设,我们进一步推算出关于极端电子值为$对数的极值对数法律。在强的峰值中,有高萨法律。