Yuanyuan Xu

activity

20192025

most citedDirectional Extremal Statistics for Ginibre Eigenvalues

13 citations · 38 across the 11 of their papers we have counts for

collaborators

11 papers

math.PR2025

Quantitative Tracy-Widom laws for sparse random matrices

Teodor Bucht, Kevin Schnelli, Yuanyuan Xu

We consider the fluctuations of the largest eigenvalue of sparse random matrices, the class of random matrices that includes the normalized adjacency matrices of the Erdős-Rényi gr…

math.PR2022

Precise asymptotics for the spectral radius of a large random matrix

Giorgio Cipolloni, László Erdős, Yuanyuan Xu

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymp…

math.PR2022

Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices

Kevin Schnelli, Yuanyuan Xu

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O (N^{- 1/3})$ , as the matrix dimensio…

math.PR2022★ 13 cited

Directional Extremal Statistics for Ginibre Eigenvalues

Giorgio Cipolloni, László Erdős, Dominik Schröder +1

We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum…

math.PR2022

On the rightmost eigenvalue of non-Hermitian random matrices

Giorgio Cipolloni, László Erdős, Dominik Schröder +1

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n \times n$ random matrix with independent id…

math.PR2021

Small deviation estimates for the largest eigenvalue of Wigner matrices

László Erdős, Yuanyuan Xu

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables…

math.PR2021

Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices

Kevin Schnelli, Yuanyuan Xu

We establish a quantitative version of the Tracy--Widom law for the largest eigenvalue of high dimensional sample covariance matrices. To be precise, we show that the fluctuations…

math.PR2021★ 9 cited

Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices

Kevin Schnelli, Yuanyuan Xu

We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+ω}…

math.PR2020★ 5 cited

On fluctuations of global and mesoscopic linear eigenvalue statistics of generalized Wigner matrices

Yiting Li, Yuanyuan Xu

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_{N}$ , whose entries are independent centered random variables with uniformly bounded moments. We assume that th…

math.PR2020★ 3 cited

Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices

Zhigang Bao, Kevin Schnelli, Yuanyuan Xu

We consider random matrices of the form $H_{N} = A_{N} + U_{N} B_{N} U_{N}^{*}$ , where $A_{N}$ , $B_{N}$ are two $N$ by $N$ deterministic Hermitian matrices and $U_{N}$ is a Haar distributed random unita…

math.PR2019★ 8 cited

Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices

Yiting Li, Kevin Schnelli, Yuanyuan Xu

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_{N} = H_{N} + A_{N}$ , where $H_{N}$ is a real symmetric or complex Hermitian Wigner matrix and $A_{N}$ is a deterministic re…