Dai Shi

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20122022

most citedSmallest Gaps Between Eigenvalues of Random Matrices With Complex Ginibre, Wishart and Universal Unitary Ensembles

5 citations · 7 across the 5 of their papers we have counts for

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math.PR2012

Asymptotic Joint Distribution of Extreme Eigenvalues of the Sample Covariance Matrix in the Spiked Population Model

Dai Shi

In this paper, we consider a data matrix $X \in C^{N \times M}$ where all the columns are i.i.d. samples being $N$ dimensional complex Gaussian of mean zero and covariance $Σ…

math.PR2012★ 5 cited

Smallest Gaps Between Eigenvalues of Random Matrices With Complex Ginibre, Wishart and Universal Unitary Ensembles

Dai Shi, Yunjiang Jiang

In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and th…