7 citations · 13 across the 17 of their papers we have counts for
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math.PR2020★ 2 cited
On eigenvalue distributions of large auto-covariance matrices
Jianfeng Yao, Wangjun Yuan
In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regulariz…
math.PR2020★ 2 cited
On collision of multiple eigenvalues for matrix-valued Gaussian processes
Jian Song, Yimin Xiao, Wangjun Yuan
For real symmetric and complex Hermitian Gaussian processes whose values are matrices, we characterize the conditions under which the probability that at least eige…
math.PR2020
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
Jian Song, Jianfeng Yao, Wangjun Yuan
In this article, we study high-dimensional behavior of empirical spectral distributions for a class of symmetric/Hermitian random matrices, whos…