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20182021
most citedNo eigenvalues outside the limiting support of the spectral distribution of general sample covariance matrices

2 citations · 4 across the 5 of their papers we have counts for

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math.PR2018

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…

math.PR2018★ 2 cited

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…