The asymptotic distributions of the largest eigenvalue and the largest nonspike of sample covariance matrices when the spikes
报告人：Pan Guangming
报告地点：数学与统计学院四楼报告厅
报告时间：2017年09月22日星期五10:30-11:30
邀请人：
报告摘要：
The talk is about sample covariance matrices when the spikes tend to infinity. The asymptotic distribution of the largest eigenvalues of sample covariance matrices are established. The Tracy-Widow law of the largest non-spike has been considered as well. We also discuss some eigenvector property.
主讲人简介：
Assistant Professor Pan Guangming is currently in the School of Physical and Mathematical Sciences , Nanyang Technological University. He received his Ph.D. degree from University of Science and Technology of China. His research interests include random matrices theory, multivariate analysis and applications of probability. He has published a couple of top quality international journal papers. He is also a editorial board member of Random Matrices: Theory and Applications, 2012-.
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