Kevin Schnelli

activity

20132026

most citedEdge Universality for Deformed Wigner Matrices

78 citations · 199 across the 22 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014

Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population

Ji Oon Lee, Kevin Schnelli

We consider sample covariance matrices of the form $Q = (Σ^{1/2} X) (Σ^{1/2} X)^{*}$ , where the sample $X$ is an $M \times N$ random matrix whose entries are real independent ra…

math.PR2014★ 78 cited

Edge Universality for Deformed Wigner Matrices

Ji Oon Lee, Kevin Schnelli

We consider $N \times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries a…

math.PR2014★ 72 cited

Bulk universality for deformed Wigner matrices

Ji Oon Lee, Kevin Schnelli, Ben Stetler +1

We consider $N \times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal ma…