103 citations · 537 across the 35 of their papers we have counts for
Showing 2014 · math.PRShow all
3 papers · 2 filters
math.PR2014
Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population
Ji Oon Lee, Kevin Schnelli
We consider sample covariance matrices of the form , where the sample is an random matrix whose entries are real independent ra…
math.PR2014★ 78 cited
Edge Universality for Deformed Wigner Matrices
Ji Oon Lee, Kevin Schnelli
We consider random matrices of the form where is a real symmetric Wigner matrix and a random or deterministic, real, diagonal matrix whose entries a…
math.PR2014★ 72 cited
Bulk universality for deformed Wigner matrices
Ji Oon Lee, Kevin Schnelli, Ben Stetler +1
We consider random matrices of the form where is a real symmetric or complex Hermitian Wigner matrix and is a random or deterministic, real, diagonal ma…