Yiting Li

collaborators

2 papers

math.PR2022

Central limit theorem for eigenvalue statistics of sample covariance matrix with random population

Ji Oon Lee, Yiting Li

Consider the sample covariance matrix $Σ^{1/2} X X^{T} Σ^{1/2}$ where $X$ is an $M \times N$ random matrix with independent entries and $Σ$ is an $M \times M$ diagonal matrix. It is kno…

math.PR2021

Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges

Ji Oon Lee, Yiting Li

We consider the $2$ -spin spherical Sherrington--Kirkpatrick model whose disorder is given by a deformed Wigner matrix of the form $W + λV$ , where $W$ is a Wigner matrix and $V$ is a…