101 citations · 243 across the 33 of their papers we have counts for
4 papers · 1 filter
Statistical inference for principal components of spiked covariance matrices
Zhigang Bao, Xiucai Ding, Jingming Wang +1
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case whe…
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…
Equipartition principle for Wigner matrices
Zhigang Bao, Laszlo Erdos, Kevin Schnelli
We prove that the energy of any eigenvector of a sum of several independent large Wigner matrices is equally distributed among these matrices with very high precision. This shows a…
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 , where , are two by deterministic Hermitian matrices and is a Haar distributed random unita…