87 citations · 310 across the 25 of their papers we have counts for
6 papers · 1 filter
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Bai Zhidong, Li Huiqin, Pan Guangming
Suppose that is whose elements are independent real variables with mean zero, variance 1 and the fourth moment equal to three. The separable samp…
Convergence of the empirical spectral distribution function of Beta matrices
Zhidong Bai, Jiang Hu, Guangming Pan +1
Let , where and are two independent sample covariance matrices with dimension a…
A Note on Rate of Convergence in Probability to Semicircular Law
Zhidong Bai, Jiang Hu, Guangming Pan +1
In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to…
On asymptotics of eigenvectors of large sample covariance matrix
Z. D. Bai, B. Q. Miao, G. M. Pan
Let \{\}, be a double array of i.i.d. complex random variables with and , and let $A_n=\frac{1}{N}T_n^{{1}/{2}}X_nX…
Circular law, Extreme Singular values and Potential theory
Guangming Pan, Wang Zhou
Consider the empirical spectral distribution of complex random matrix whose entries are independent and identically distributed random variables with mean zero and vari…
Asymptotic distributions of the signal-to-interference ratios of LMMSE detection in multiuser communications
Guang-Ming Pan, Mei-Hui Guo, Wang Zhou
Let , where are independent and identically distributed random variables with $Ev_{11…