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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3 papers · 1 filter

math.ST2011★ 1 cited

Tracy-Widom law for the extreme eigenvalues of sample correlation matrices

Zhigang Bao, Guangming Pan, Wang Zhou

Let the sample correlation matrix be $W = Y Y^{T}$ , where $Y = (y_{ij})_{p, n}$ with $y_{ij} = x_{ij} / \sum_{j = 1}^{n} x_{ij}^{2}$ . We assume ${x_{ij} : 1 \leq i \leq p, 1 \leq j \leq n}$ to be…

math.PR2011

Local Semicircle law and Gaussian fluctuation for Hermite $β$ ensemble

Zhigang Bao, Zhonggen Su

Let $β > 0$ and consider an $n$ -point process $λ_{1}, λ_{2}, ..., λ_{n}$ from Hermite $β$ ensemble on the real line $R$ . Dumitriu and Edelman discovered a tri-diagonal matrix model…

math.PR2011

On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N / M \to 0$

Zhigang Bao

We study the renormalized real sample covariance matrix $H = X^{T} X / M N - M / N$ with $N / M \to 0$ as $N, M \to \infty$ in this paper. And we always assume $M=M(N)…

Tracy-Widom law for the extreme eigenvalues of sample correlation matrices

Local Semicircle law and Gaussian fluctuation for Hermite β ensemble

On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when N/M→0

Local Semicircle law and Gaussian fluctuation for Hermite $β$ ensemble

On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when $N / M \to 0$