I. Johnstone

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2024

Spin glass to paramagnetic transition and triple point in Spherical SK model

Iain M. Johnstone, Yegor Klochkov, Alexei Onatski +1

This paper studies spin glass to paramagnetic transition in the Spherical Sherrington-Kirkpatrick model with ferromagnetic Curie-Weiss interaction with coupling constant $J$ and in…

math.PR2024

CLT for Linear Spectral Statistics in High-Dimensional Random Effects Models

Ran Xie, Iain Johnstone

We study sample covariance matrices arising from multi-level components of variance. Thus, let $B_{n} = \frac{1}{N} \sum_{j = 1}^{N} T_{j}^{1/2} x_{j} x_{j}^{T} T_{j}^{1/2}$ , where $x_{j} \in R^{n}$ are…