J. Lee

activity

20082026

collaborators

Showing 2019Show all

2 papers · 1 filter

math.PR2019

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 $Q = (Σ^{1/2} X) (Σ^{1/2} X)^{*}$ . The sample $X$ is an $M \times N$ rectangular random matrix with real ind…

math.PR2019

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 $N$ vertices are partitioned into $K$ balanced communities. Under an assumption that the intra-communit…