G. Pan

activity

20082026

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

101 citations · 322 across the 19 of their papers we have counts for

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7 papers · 1 filter

math.PR2024

Necessary and sufficient condition for CLT of linear spectral statistics of sample correlation matrices

Yanpeng Li, Guangming Pan, Jiahui Xie +1

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$ , constructed from a $p \times n$ data matrix $X…

math.PR2013★ 101 cited

Universality for the largest eigenvalue of sample covariance matrices with general population

Zhigang Bao, Guangming Pan, Wang Zhou

This paper is aimed at deriving the universality of the largest eigenvalue of a class of high-dimensional real or complex sample covariance matrices of the form $\mathcal{W}_N=Σ^{1…

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★ 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…

math.PR2008★ 67 cited

Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

G. M. Pan, W. Zhou

Let $s_{k} = \frac{1}{N} (v_{1 k}, ..., v_{N k})^{T},$ with ${v_{ik}, i, k = 1, ...}$ independent and identically distributed complex random variables. Write $\mathbf{S}_k=(\math…