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

collaborators

Showing 2016Show all

2 papers · 1 filter

math.PR2016★ 1 cited

Local single ring theorem on optimal scale

Zhigang Bao, László Erdős, Kevin Schnelli

Let $U$ and $V$ be two independent $N$ by $N$ random matrices that are distributed according to Haar measure on $U (N)$ . Let $Σ$ be a non-negative deterministic $N$ by $N$ matrix. T…

math.PR2016★ 3 cited

Convergence Rate for Spectral Distribution of Addition of Random Matrices

Zhigang Bao, Laszlo Erdos, Kevin Schnelli

Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of…