2 citations · 4 across the 6 of their papers we have counts for
4 papers · 1 filter
Anisotropic local law for non-separable sample covariance matrices
Zhou Fan, Renyuan Ma, Elliot Paquette +1
We establish local laws for sample covariance matrices $K = N^{-1}\sum_{i=1}^N \g_i\g_i^*$ where the random vectors $\g_1, \ldots, \g_N \in \R^n$ are independent with common covari…
Kronecker-product random matrices and a matrix least squares problem
Zhou Fan, Renyuan Ma
We study the eigenvalue distribution and resolvent of a Kronecker-product random matrix model $A \otimes I_{n \times n}+I_{n \times n} \otimes B+Θ\otimes Ξ\in \mathbb{C}^{n^2 \time…
Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks
Keller Blackwell, Neelima Borade, Arup Bose +7
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of -functions; this correspondence has allowed RMT to successful…
Distribution of Eigenvalues of Random Real Symmetric Block Matrices
Keller Blackwell, Neelima Borade, Charles Devlin VI +5
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of -functions. Many statistics in one can be interpreted in term…