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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 , where is an matrix with iid mean vari…
math.PR2023
Extremal spectral behavior of weighted random -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 -regular graph is a prominent examp…