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A Law of Fractional Logarithm for Nested Complex Sample Covariance Matrices

  • Xiufan Yang
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Abstract

We prove a law of fractional logarithm for the largest eigenvalue along a northwest-nested path of complex sample covariance matrices from one infinite array. The entries are independent and centered, with unit variance, vanishing complex second moment, and uniformly bounded moments of every fixed order. The row dimension is nondecreasing, has bounded increments, and has a positive limiting aspect ratio. After finite-size edge centering and scaling, the almost-sure limsup on the (log N)2/3 scale is (1/4)2/3, and the liminf on the (log N)1/3 scale is −41/3. The corresponding cluster sets in ℝ are [0,(1/4)2/3] and [−41/3,∞). The proof compares the Laplace transform of a single smoothed count over a growing grid of full nested matrices with its Gaussian counterpart. Gaussian count concentration gives block occurrences with probability tending to one. Dyadic tail bounds yield the endpoints, and deterministic interpolation gives the cluster sets.

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Cite

BibTeXRIS
BibTeX
@misc{yang2026fractional,
  title = {{A Law of Fractional Logarithm for Nested Complex Sample Covariance Matrices}},
  author = {Xiufan Yang},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.27804},
  eprint = {2609.27804},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.27804},
}
RIS
TY  - UNPB
TI  - A Law of Fractional Logarithm for Nested Complex Sample Covariance Matrices
AU  - Xiufan Yang
PY  - 2026
DA  - 2026/09/24
PB  - arXiv
DO  - 10.48550/arxiv.2609.27804
UR  - https://arxiv.org/abs/2609.27804
AB  - We prove a law of fractional logarithm for the largest eigenvalue along a northwest-nested path of complex sample covariance matrices from one infinite array. The entries are independent and centered, with unit variance, vanishing complex second moment, and uniformly bounded moments of every fixed order. The row dimension is nondecreasing, has bounded increments, and has a positive limiting aspect ratio. After finite-size edge centering and scaling, the almost-sure limsup on the (log N)^2/3 scale is (1/4)^2/3, and the liminf on the (log N)^1/3 scale is −4^1/3. The corresponding cluster sets in ℝ are [0,(1/4)^2/3] and [−4^1/3,∞). The proof compares the Laplace transform of a single smoothed count over a growing grid of full nested matrices with its Gaussian counterpart. Gaussian count concentration gives block occurrences with probability tending to one. Dyadic tail bounds yield the endpoints, and deterministic interpolation gives the cluster sets.
ER  -