112 citations · 944 across the 52 of their papers we have counts for
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3 papers · 1 filter
math.PR2004★ 7 cited
A GUE Central Limit Theorem and Universality of Directed First and Last Passage Site Percolation
Jinho Baik, Toufic M. Suidan
We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in…
math.ST2004★ 3 cited
Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models
Jinho Baik, Jack W. Silverstein
We consider a spiked population model, proposed by Johnstone, whose population eigenvalues are all unit except for a few fixed eigenvalues. The question is to determine how the sam…
math.PR2004★ 7 cited
Phase transition of the largest eigenvalue for non-null complex sample covariance matrices
Jinho Baik, Gerard Ben Arous, Sandrine Peche
We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each s…