53 citations · 75 across the 19 of their papers we have counts for
5 papers · 1 filter
Tracy-Widom distribution for the edge eigenvalues of elliptical model
Xiucai Ding, Jiahui Xie
In this paper, we study the largest eigenvalues of sample covariance matrices with elliptically distributed data. We consider the sample covariance matrix where the data…
Spiked multiplicative random matrices and principal components
Xiucai Ding, Hong Chang Ji
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the out…
Local laws for multiplication of random matrices
Xiucai Ding, Hong Chang Ji
Consider the random matrix model where and are two deterministic matrices and is either an Haar unitary or orthogonal…
Edge statistics of large dimensional deformed rectangular matrices
Xiucai Ding, Fan Yang
We consider the edge statistics of large dimensional deformed rectangular matrices of the form where is a deterministic signal matrix whose rank…
A necessary and sufficient condition for edge universality at the largest singular values of covariance matrices
Xiucai Ding, Fan Yang
In this paper, we prove a necessary and sufficient condition for the edge universality of sample covariance matrices with general population. We consider sample covariance matrices…