Z. Bao

activity

20112026

most citedUniversality for the largest eigenvalue of sample covariance matrices with general population

101 citations · 243 across the 33 of their papers we have counts for

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Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020

Eigenvector distribution in the critical regime of BBP transition

Zhigang Bao, Dong Wang

In this paper, we study the random matrix model of Gaussian Unitary Ensemble (GUE) with fixed-rank (aka spiked) external source. We will focus on the critical regime of the Baik-Be…

math.PR2020★ 3 cited

Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices

Zhigang Bao, Kevin Schnelli, Yuanyuan Xu

We consider random matrices of the form $H_{N} = A_{N} + U_{N} B_{N} U_{N}^{*}$ , where $A_{N}$ , $B_{N}$ are two $N$ by $N$ deterministic Hermitian matrices and $U_{N}$ is a Haar distributed random unita…