In this paper we prove the universality of covariance matrices of the form $H_{Ntimes N}={X}^{dagger}X$ where $X$ is an ${Mtimes N}$ rectangular matrix with independent real valued entries $x_{ij}$ satisfying $mathbb{E}x_{ij}=0$ and $mathbb{E}x^2_{ij}={frac{1}{M}}$, $N$, $Mto infty$. Furthermore it is assumed that these entries have sub-exponential tails or sufficiently high number of moments. We will study the asymptotics in the regime $N/M=d_Nin(0,infty),lim_{Ntoinfty}d_Nneq0,infty$. Our main result is the edge universality of the sample covariance matrix at both edges of the spectrum. In the case $lim_{Ntoinfty}d_N=1$, we only focus on the largest eigenvalue. Our proof is based on a novel version of the Green function comparison theorem for data matrices with dependent entries. En route to proving edge universality, we establish that the Stieltjes transform of the empirical eigenvalue distribution of $H$ is given by the Marcenko-Pastur law uniformly up to the edges of the spectrum with an error of order $(Neta)^{-1}$ where $eta$ is the imaginary part of the spectral parameter in the Stieltjes transform. Combining these results with existing techniques we also show bulk universality of covariance matrices. All our results hold for both real and complex valued entries.

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In this paper, we study the relationship between the cocenter and the representation theory of affine Hecke algebras. The approach is based on the interaction between the rigid cocenter, an important subspace of the cocenter, and the dual object in representation theory, the rigid quotient of the Grothendieck group of finite dimensional representations.

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we derive the universality of eigenvalue gap distribution and$k$-point correlation, and many other statistics (under some mild assumptions) for both Wigner Hermitian matrices and Wigner real symmetric matrices.

We give a new construction of (φ,Ĝ )-modules using the theory of prisms developed by Bhatt and Scholze. As an application, we give a new proof about the equivalence between the category of prismatic F-crystals in finite locally free Δ-modules over (K)Δ and the category of lattices in crystalline representations of GK, where K is a complete discretely valued field of mixed characteristic with perfect residue field. We also generalize this result to semi-stable representations using the absolute logarithmic prismatic site defined by Koshikawa.