Jaehun Lee

most citedPhase transition for the smallest eigenvalue of covariance matrices

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math.PR2023★ 2 cited

Phase transition for the smallest eigenvalue of covariance matrices

Zhigang Bao, Jaehun Lee, Xiaocong Xu

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $S (Y) = Y Y^{*}$ , where $Y = (y_{ij})$ is an $M \times N$ matrix with iid mean $0$ vari…

math.PR2023

Extremal spectral behavior of weighted random $d$ -regular graphs

Jaehun Lee, Kyeongsik Nam

Analyzing the spectral behavior of random matrices with dependency among entries is a challenging problem. The adjacency matrix of the random $d$ -regular graph is a prominent examp…

Phase transition for the smallest eigenvalue of covariance matrices

Extremal spectral behavior of weighted random d-regular graphs

Extremal spectral behavior of weighted random $d$ -regular graphs