Xiaocong Xu

activity

20222026

most citedSpectral Statistics of Sample Block Correlation Matrices

3 citations · 7 across the 9 of their papers we have counts for

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3 papers · 1 filter

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.PR2022

Extreme eigenvalues of Log-concave Ensemble

Zhigang Bao, Xiaocong Xu

In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $X X^{*}$ with isotropic log-concave $X$ -columns. A main example is the cov…