Xiaocong Xu

activity

20222024

most citedSpectral Statistics of Sample Block Correlation Matrices

3 citations · 5 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2024

Phase transition for the bottom singular vector of rectangular random matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we consider the rectangular random matrix $X = (x_{ij}) \in R^{N \times n}$ whose entries are iid with tail $P (∣ x_{ij} ∣ > t) \sim t^{- α}$ for some $α > 0$ .…

math.PR2023★ 2 cited

Phase transition for the smallest eigenvalue of covariance matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $S (Y) = Y Y^{*}$ , where $Y = (y_{ij})$ is an $M \times N$ matrix with iid mean $0$ vari…

math.ST2022★ 3 cited

Spectral Statistics of Sample Block Correlation Matrices

Zhigang Bao, Jiang Hu, Xiaocong Xu +1

A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population…