11 citations · 36 across the 10 of their papers we have counts for
5 papers · 1 filter
Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
Yanqing Yin
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to in…
No eigenvalues outside the limiting support of the spectral distribution of general sample covariance matrices
Yanqing Yin
This paper is to investigate the spectral properties of sample covariance matrices under a more general population. We consider a class of matrices of the form $\mathbf S_n=\frac1n…
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
Yanqing Yin, Zhidong Bai
In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the…
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
Since E.P.Wigner (1958) established his famous semicircle law, lots of attention has been paid by physicists, probabilists and statisticians to study the asymptotic properties of t…
On the semicircular law of large dimensional random quaternion matrices
Yanqing Yin, Zhidong Bai, Jiang Hu
It is well known that Gaussian symplectic ensemble (GSE) is defined on the space of quaternion self-dual Hermitian matrices with Gaussian random elements. There is a hu…