We study the resolvent \[ G^z = \left(\frac{1}{n}XX^T - zI_p\right)^{-1}, \qquad z\in\mathbb C,\ \Im(z)>0, \] where $X=(x_1,\ldots,x_n)\in\mathcal M_{p,n}$ is a random matrix with independent, but not necessarily identically distributed, columns. Our bounds are expressed in terms of moments of the centered quadratic forms \[ q_i(A):=x_i^TAx_i-\mathbb E[x_i^TAx_i], \] for deterministic matrices $A$ with unit Hilbert--Schmidt norm. In particular, we do not assume independence between the entries of a given column $x_i$. In the quasi-asymptotic regime $p\le O(n)$, the matrix $G^z$ admits a natural deterministic equivalent $\tilde G^z$, depending only on the second moments of the column vectors $x_1,\ldots,x_n$. We show that, for any deterministic matrix $B\in\mathcal M_p$, the trace $\text{Tr}(BG^z)$ is close to $\text{Tr}(B\tilde G^z)$, with error controlled by $\|B\|_{\text{HS}}$ under first-moment bounds on the quadratic forms, and by $\|B\|_{\text{HS}}/\sqrt n$ under suitable second-moment bounds.
翻译:我们研究预解式 \[ G^z = \left(\frac{1}{n}XX^T - zI_p\right)^{-1}, \qquad z\in\mathbb C,\ \Im(z)>0, \] 其中 $X=(x_1,\ldots,x_n)\in\mathcal M_{p,n}$ 是一个列向量独立但不一定同分布的随机矩阵。我们的界用中心化二次型 \[ q_i(A):=x_i^TAx_i-\mathbb E[x_i^TAx_i] \] 的矩来表示,其中 $A$ 是单位Hilbert-Schmidt范数的确定性矩阵。特别地,我们并不假设给定列向量 $x_i$ 内部元素之间的独立性。在准渐近条件 $p\le O(n)$ 下,矩阵 $G^z$ 存在一个自然的确定性等价 $\tilde G^z$,该等价仅依赖于列向量 $x_1,\ldots,x_n$ 的二阶矩。我们证明:对任意确定性矩阵 $B\in\mathcal M_p$,迹 $\text{Tr}(BG^z)$ 接近于 $\text{Tr}(B\tilde G^z)$,在基于二次型一阶矩的界下误差由 $\|B\|_{\text{HS}}$ 控制,在适当的二阶矩界下误差由 $\|B\|_{\text{HS}}/\sqrt n$ 控制。