5 papers
Linear Spectral Statistics for Entrywise-Transformed Spiked Wigner Matrices under Shifted Profile Admissibility
Tsz-Kin Chan, Ji Oon Lee
We prove a derivative-free analytic linear spectral statistics theorem for entrywise-transformed rank-one spiked Wigner matrices with a general microscopic noise law. The transform…
Universality of the fluctuations of the free energy in generalized Sherrington-Kirkpatrick models and the log likelihood ratio in spiked Wigner models
Hyunsuk Choo, Yoochan Han, Ji Oon Lee
We consider the fluctuations of the free energy in generalized Sherrington-Kirkpatrick models and the log likelihood ratio of spiked Wigner models in the high temperature/subcritic…
Local laws and spectral properties of deformed sparse random matrices
Ji Oon Lee, Inyoung Yeo
We consider deformed sparse random matrices of the form , where is a real symmetric sparse random matrix, is a random or deterministic, real, diagonal matrix who…
Fluctuations of the largest eigenvalues of transformed spiked Wigner matrices
Aro Lee, Ji Oon Lee
We consider a spiked random matrix model obtained by applying a function entrywise to a signal-plus-noise symmetric data matrix. We prove that the largest eigenvalue of this model,…
Asymptotic Normality of Log Likelihood Ratio and Fundamental Limit of the Weak Detection for Spiked Wigner Matrices
Hye Won Chung, Jiho Lee, Ji Oon Lee
We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademach…