Yuanyuan Xu

activity

20192025

collaborators

Showing math.PRShow all

5 papers · 1 filter

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.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.PR2020

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

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

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…