6 papers · 1 filter
Extremal eigenvalues of sample covariance matrices with general population
Jinwoong Kwak, Ji Oon Lee, Jaewhi Park
We consider the eigenvalues of sample covariance matrices of the form . The sample is an rectangular random matrix with real ind…
Local law and Tracy--Widom limit for sparse stochastic block models
Jong Yun Hwang, Ji Oon Lee, Wooseok Yang
We consider the spectral properties of sparse stochastic block models, where vertices are partitioned into balanced communities. Under an assumption that the intra-communit…
Local law and Tracy-Widom limit for sparse sample covariance matrices
Jong Yun Hwang, Ji Oon Lee, Kevin Schnelli
We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erdős-Rényi graph model. We prove a local law for the eig…
Ferromagnetic to paramagnetic transition in spherical spin glass
Jinho Baik, Ji Oon Lee, Hao Wu
We consider the spherical spin glass model defined by a combination of the pure 2-spin spherical Sherrington-Kirkpatrick Hamiltonian and the ferromagnetic Curie-Weiss Hamiltonian.…
Free energy of bipartite spherical Sherrington--Kirkpatrick model
Jinho Baik, Ji Oon Lee
We consider the free energy of the bipartite spherical Sherrington--Kirkpatrick model. We find the critical temperature and prove the limiting free energy for all non-critical temp…
Local law and Tracy-Widom limit for sparse random matrices
Ji Oon Lee, Kevin Schnelli
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph mode…