Wang Zhou

activity

20052022

most citedUniversality for the largest eigenvalue of sample covariance matrices with general population

101 citations · 331 across the 34 of their papers we have counts for

collaborators

Showing 2012Show all

5 papers · 1 filter

math.ST2012★ 34 cited

Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

Bing-Yi Jing, Guangming Pan, Qi-Man Shao +1

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be cons…

math.PR2012

Universality for a global property of the eigenvectors of Wigner matrices

Zhigang Bao, Guangming Pan, Wang Zhou

Let $M_{n}$ be an $n \times n$ real (resp. complex) Wigner matrix and $U_{n} Λ_{n} U_{n}^{*}$ be its spectral decomposition. Set $(y_{1}, y_{2} ..., y_{n})^{T} = U_{n}^{*} x$ , where $x = (x_{1}, x_{2}, ...,$ $x_{n})^{T}$ i…

math.PR2012★ 19 cited

Convergence of the empirical spectral distribution function of Beta matrices

Zhidong Bai, Jiang Hu, Guangming Pan +1

Let $B_{n} = S_{n} (S_{n} + α_{n} T_{N})^{- 1}$ , where $S_{n}$ and $T_{N}$ are two independent sample covariance matrices with dimension $p$ a…

math.PR2012★ 13 cited

The logarithmic law of random determinant

Zhigang Bao, Guangming Pan, Wang Zhou

Consider the square random matrix $A_{n} = (a_{ij})_{n, n}$ , where ${a_{ij} := a_{ij}^{(n)}, i, j = 1, \dots, n}$ is a collection of independent real random variables with means zero and var…

math.PR2012★ 20 cited

Central limit theorem for partial linear eigenvalue statistics of Wigner matrices

Zhigang Bao, Guangming Pan, Wang Zhou

In this paper, we study the complex Wigner matrices $M_{n} = \frac{1}{n} W_{n}$ whose eigenvalues are typically in the interval $[- 2, 2]$ . Let $λ_{1} \leq λ_{2} ... \leq λ_{n}$ be the ordered…