Baiqi Miao

most citedOn asymptotics of eigenvectors of large sample covariance matrix

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math.PR2026

Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples

Chunxu Zhang, Baiqi Miao, Tiantian Mao

We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_{1}$ , while the…

math.PR2007★ 87 cited

On asymptotics of eigenvectors of large sample covariance matrix

Z. D. Bai, B. Q. Miao, G. M. Pan

Let \{ $X_{ij}$ \}, $i, j = ...,$ be a double array of i.i.d. complex random variables with $E X_{11} = 0, E ∣ X_{11} ∣^{2} = 1$ and $E ∣ X_{11} ∣^{4} < \infty$ , and let $A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX…