32 citations · 99 across the 26 of their papers we have counts for
9 papers · 1 filter
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $ where $ \bbX_n $ is a matrix with independent standardized random variables…
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
Zhidong Bai, Jiang Hu, Jack W. Silverstein +1
Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $, where $ \bbX_n $ is a matrix with independent standardized random variable…
Revisit of a Diaconis urn model
Li Yang, Jiang Hu, Zhidong Bai
Let be a finite Abelian group of order . We consider an urn in which, initially, there are labeled balls that generate the group . Choosing two balls from the urn with re…
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of t…
Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices
Huiqin Li, Zhidong Bai, Jiang Hu
In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose is a quat…
Strong representation of weak convergence
Zhidong Bai, Jiang Hu
Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures as …