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math.PR2018
Edge universality of separable covariance matrices
Fan Yang
In this paper, we prove the edge universality of largest eigenvalues for separable covariance matrices of the form . Here is an $n\ti…
math.PR2018
Random band matrices in the delocalized phase, II: Generalized resolvent estimates
Paul Bourgade, Fan Yang, Horng-Tzer Yau +1
This is the second part of a three part series abut delocalization for band matrices. In this paper, we consider a general class of random band matrices wh…
math.PR2018
Random band matrices in the delocalized phase, III: Averaging fluctuations
Fan Yang, Jun Yin
We consider a general class of symmetric or Hermitian random band matrices in any dimension , where the entries are indepe…