2 papers
math.PR2026
The logarithmic law of sample correlation matrices
Yanpeng Li, Zhi Liu, Jiahui Xie +1
Let be the sample correlation matrix constructed from , whose entries are independent and identically distributed random variable…
math.ST2025
On Convergence Rates of Spiked Eigenvalue Estimates: A General Study of Global and Local Laws in Sample Covariance Matrices
Bing-Yi Jing, Weiming Li, Jiahui Xie +2
This paper investigates global and local laws for sample covariance matrices with general growth rates of dimensions. The sample size and population dimension can have the…