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math.PR2026
Order statistics for edge eigenvectors of Wigner matrices
Zhigang Bao, Teodor Bucht, Kevin Schnelli
In this paper, we establish a general comparison theorem for the order statistics of the edge eigenvectors for generalized Wigner matrices. Consequently, we derive the Gumbel law f…
math.PR2026
Eigenvector distribution of random matrices under critical finite-rank deformations
Zhigang Bao, Dong Wang, Yue Zhu
We investigate the eigenvector distribution at the soft edge for Gaussian random matrices with finite-rank deformations, in the critical regime of BBP transition. For finite-rank d…
math.ST2026
A spectral approach for online covariance change point detection
Zhigang Bao, Kha Man Cheong, Yuji Li +1
Change point detection in covariance structures is a fundamental and crucial problem for sequential data. Under the high-dimensional setting, most of the existing research has focu…