Spiked multiplicative random matrices and principal components
In this paper, we study the eigenvalues and eigenvectors of the spiked invariant
multiplicative models when the randomness is from Haar matrices. We establish the limits of …
multiplicative models when the randomness is from Haar matrices. We establish the limits of …
Berry-Esseen bounds for the multivariate ℬ-free CLT and operator-valued matrices
We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued
free probability theory such as the operator-valued free Central Limit Theorem and the …
free probability theory such as the operator-valued free Central Limit Theorem and the …
On the spectral edge of non-Hermitian random matrices
For general non-Hermitian random matrices $ X $ and deterministic deformation matrices $
A $, we prove that the local eigenvalue statistics of $ A+ X $ close to the typical edge points …
A $, we prove that the local eigenvalue statistics of $ A+ X $ close to the typical edge points …
Outliers and bounded rank perturbation for non-Hermitian random band matrices
Y Han - arXiv preprint arXiv:2408.00567, 2024 - arxiv.org
In this work we consider general non-Hermitian square random matrices $ X $ that include a
wide class of random band matrices with independent entries. Whereas the existence of …
wide class of random band matrices with independent entries. Whereas the existence of …