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math.PR2019
Principal components in linear mixed models with general bulk
Zhou Fan, Yi Sun, Zhichao Wang
We study the principal components of covariance estimators in multivariate mixed-effects linear models. We show that, in high dimensions, the principal eigenvalues and eigenvectors…
math.PR2017
Central Limit Theorems for a Stationary Semicircular Sequence in Free Probability
Zhichao Wang
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for…