238 citations · 1.5k across the 41 of their papers we have counts for
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math.PR2014★ 11 cited
Anisotropic local laws for random matrices
Antti Knowles, Jun Yin
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or indepe…
math.PR2014★ 12 cited
On the principal components of sample covariance matrices
Alex Bloemendal, Antti Knowles, Horng-Tzer Yau +1
We introduce a class of sample covariance matrices which subsumes and generalizes several previous models. The associated population covariance matrix $Σ=…