Wigner's Semicircle Law

The theory on random Hermitian matrices seems to be well studied in the wireless communication literature and was recently applied to derive exact asymptotic risk in over-parameterized models (e.g. this paper) and explain the so-called “double-descent” phenomenon. One key term in the bias and variance components of the risk is the empirical covariance matrix ,Continue reading “Wigner's Semicircle Law”