---
OA_place: repository
OA_type: green
_id: '21271'
abstract:
- lang: eng
text: For general non-Hermitian large random matrices X and deterministic deformation
matrices A, we prove that the local eigenvalue statistics of A+X close to the
typical edge points of its spectrum are universal. Furthermore, we show that,
under natural assumptions, on A the spectrum of A+X does not have outliers at
a distance larger than the natural fluctuation scale of the eigenvalues. As a
consequence, the number of eigenvalues in each component of Spec(A+X) is deterministic.
acknowledgement: The authors would like to thank the anonymous referee for providing
helpful comments and suggestions. We also thank Joscha Henheik and Volodymyr Riabov
for pointing out a gap in an earlier version of the proof of equation (3.18). The
first, third, and fourth authors are supported by ERC Advanced Grant “RMTBeyond”
No. 101020331.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Andrew J
full_name: Campbell, Andrew J
id: 582b06a9-1f1c-11ee-b076-82ffce00dde4
last_name: Campbell
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Campbell AJ, Cipolloni G, Erdös L, Ji HC. On the spectral edge of non-Hermitian
random matrices. The Annals of Probability. 2025;53(6):2256-2308. doi:10.1214/25-aop1761
apa: Campbell, A. J., Cipolloni, G., Erdös, L., & Ji, H. C. (2025). On the spectral
edge of non-Hermitian random matrices. The Annals of Probability. Institute
of Mathematical Statistics. https://doi.org/10.1214/25-aop1761
chicago: Campbell, Andrew J, Giorgio Cipolloni, László Erdös, and Hong Chang Ji.
“On the Spectral Edge of Non-Hermitian Random Matrices.” The Annals of Probability.
Institute of Mathematical Statistics, 2025. https://doi.org/10.1214/25-aop1761.
ieee: A. J. Campbell, G. Cipolloni, L. Erdös, and H. C. Ji, “On the spectral edge
of non-Hermitian random matrices,” The Annals of Probability, vol. 53,
no. 6. Institute of Mathematical Statistics, pp. 2256–2308, 2025.
ista: Campbell AJ, Cipolloni G, Erdös L, Ji HC. 2025. On the spectral edge of non-Hermitian
random matrices. The Annals of Probability. 53(6), 2256–2308.
mla: Campbell, Andrew J., et al. “On the Spectral Edge of Non-Hermitian Random Matrices.”
The Annals of Probability, vol. 53, no. 6, Institute of Mathematical Statistics,
2025, pp. 2256–308, doi:10.1214/25-aop1761.
short: A.J. Campbell, G. Cipolloni, L. Erdös, H.C. Ji, The Annals of Probability
53 (2025) 2256–2308.
corr_author: '1'
date_created: 2026-02-17T07:58:20Z
date_published: 2025-11-01T00:00:00Z
date_updated: 2026-02-18T08:35:38Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/25-aop1761
ec_funded: 1
external_id:
arxiv:
- '2404.17512'
fulldoi: https://doi.org/10.1214/25-aop1761
intvolume: ' 53'
issue: '6'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2404.17512
month: '11'
oa: 1
oa_version: Preprint
page: 2256-2308
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
eissn:
- 2168-894X
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
status: public
title: On the spectral edge of non-Hermitian random matrices
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 53
year: '2025'
...
---
OA_place: repository
OA_type: green
_id: '19039'
abstract:
- lang: eng
text: "We consider fluctuations of the largest eigenvalues of the random matrix
model A + UBU∗ where A and B are N × N deterministic Hermitian (or symmetric)
matrices and U is a Haar-distributed unitary (or orthogonal) matrix. We prove
that the largest eigenvalue weakly converges to the GUE (or GOE) Tracy–Widom distribution,
under mild assumptions on A and B to\r\nguarantee that the density of states of
the model decays as square root around\r\nthe upper edge. Our proof is based on
the comparison of the Green function\r\nalong the Dyson Brownian motion starting
from the matrix A + UBU∗ and\r\nending at time N−1/3+o(1). As a byproduct of our
proof, we also prove an\r\noptimal local law for the Dyson Brownian motion up
to the constant time\r\nscale."
acknowledgement: The work of H.C. Ji was partially supported by ERC Advanced Grant
“RMTBeyond” No. 101020331. The work of J. Park was partially supported by National
Research Foundation of Korea under grant number NRF-2019R1A5A1028324. The authors
would like to thank Ji Oon Lee for helpful discussions.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
- first_name: Jaewhi
full_name: Park, Jaewhi
last_name: Park
citation:
ama: Ji HC, Park J. Tracy-Widom limit for free sum of random matrices. The Annals
of Probability. 2025;53(1):239-298. doi:10.1214/24-aop1705
apa: Ji, H. C., & Park, J. (2025). Tracy-Widom limit for free sum of random
matrices. The Annals of Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/24-aop1705
chicago: Ji, Hong Chang, and Jaewhi Park. “Tracy-Widom Limit for Free Sum of Random
Matrices.” The Annals of Probability. Institute of Mathematical Statistics,
2025. https://doi.org/10.1214/24-aop1705.
ieee: H. C. Ji and J. Park, “Tracy-Widom limit for free sum of random matrices,”
The Annals of Probability, vol. 53, no. 1. Institute of Mathematical Statistics,
pp. 239–298, 2025.
ista: Ji HC, Park J. 2025. Tracy-Widom limit for free sum of random matrices. The
Annals of Probability. 53(1), 239–298.
mla: Ji, Hong Chang, and Jaewhi Park. “Tracy-Widom Limit for Free Sum of Random
Matrices.” The Annals of Probability, vol. 53, no. 1, Institute of Mathematical
Statistics, 2025, pp. 239–98, doi:10.1214/24-aop1705.
short: H.C. Ji, J. Park, The Annals of Probability 53 (2025) 239–298.
corr_author: '1'
date_created: 2025-02-17T09:32:16Z
date_published: 2025-01-19T00:00:00Z
date_updated: 2025-09-30T10:32:51Z
day: '19'
department:
- _id: LaEr
doi: 10.1214/24-aop1705
ec_funded: 1
external_id:
arxiv:
- '2110.05147'
isi:
- '001407834700007'
fulldoi: https://doi.org/10.1214/24-aop1705
intvolume: ' 53'
isi: 1
issue: '1'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2110.05147
month: '01'
oa: 1
oa_version: Preprint
page: 239 - 298
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Probability
publication_identifier:
issn:
- 0091-1798
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Tracy-Widom limit for free sum of random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 53
year: '2025'
...
---
OA_place: publisher
OA_type: hybrid
_id: '15378'
abstract:
- lang: eng
text: We consider N×N non-Hermitian random matrices of the form X+A, where A is
a general deterministic matrix and N−−√X consists of independent entries with
zero mean, unit variance, and bounded densities. For this ensemble, we prove (i)
a Wegner estimate, i.e. that the local density of eigenvalues is bounded by N1+o(1)
and (ii) that the expected condition number of any bulk eigenvalue is bounded
by N1+o(1); both results are optimal up to the factor No(1). The latter result
complements the very recent matching lower bound obtained in [15] (arXiv:2301.03549)
and improves the N-dependence of the upper bounds in [5,6,32] (arXiv:1906.11819,
arXiv:2005.08930, arXiv:2005.08908). Our main ingredient, a near-optimal lower
tail estimate for the small singular values of X+A−z, is of independent interest.
acknowledgement: László Erdős is partially supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. Hong Chang Ji is supported by ERC Advanced Grant “RMTBeyond” No.
101020331.
article_processing_charge: Yes (via OA deal)
article_type: original
arxiv: 1
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Erdös L, Ji HC. Wegner estimate and upper bound on the eigenvalue condition
number of non-Hermitian random matrices. Communications on Pure and Applied
Mathematics. 2024;77(9):3785-3840. doi:10.1002/cpa.22201
apa: Erdös, L., & Ji, H. C. (2024). Wegner estimate and upper bound on the eigenvalue
condition number of non-Hermitian random matrices. Communications on Pure and
Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22201
chicago: Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the
Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications
on Pure and Applied Mathematics. Wiley, 2024. https://doi.org/10.1002/cpa.22201.
ieee: L. Erdös and H. C. Ji, “Wegner estimate and upper bound on the eigenvalue
condition number of non-Hermitian random matrices,” Communications on Pure
and Applied Mathematics, vol. 77, no. 9. Wiley, pp. 3785–3840, 2024.
ista: Erdös L, Ji HC. 2024. Wegner estimate and upper bound on the eigenvalue condition
number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics.
77(9), 3785–3840.
mla: Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue
Condition Number of Non-Hermitian Random Matrices.” Communications on Pure
and Applied Mathematics, vol. 77, no. 9, Wiley, 2024, pp. 3785–840, doi:10.1002/cpa.22201.
short: L. Erdös, H.C. Ji, Communications on Pure and Applied Mathematics 77 (2024)
3785–3840.
corr_author: '1'
date_created: 2024-05-12T22:01:02Z
date_published: 2024-09-01T00:00:00Z
date_updated: 2025-09-08T07:25:47Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1002/cpa.22201
ec_funded: 1
external_id:
arxiv:
- '2301.04981'
isi:
- '001217139900001'
file:
- access_level: open_access
checksum: fbcc9cc7bf274f024e4f4afc9c208f96
content_type: application/pdf
creator: dernst
date_created: 2025-01-09T09:36:41Z
date_updated: 2025-01-09T09:36:41Z
file_id: '18803'
file_name: 2024_CommPureApplMath_Erdoes.pdf
file_size: 566963
relation: main_file
success: 1
file_date_updated: 2025-01-09T09:36:41Z
fulldoi: https://doi.org/10.1002/cpa.22201
has_accepted_license: '1'
intvolume: ' 77'
isi: 1
issue: '9'
language:
- iso: eng
license: https://creativecommons.org/licenses/by-nc-nd/4.0/
month: '09'
oa: 1
oa_version: Published Version
page: 3785-3840
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Communications on Pure and Applied Mathematics
publication_identifier:
eissn:
- 1097-0312
issn:
- 0010-3640
publication_status: published
publisher: Wiley
quality_controlled: '1'
scopus_import: '1'
status: public
title: Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian
random matrices
tmp:
image: /images/cc_by_nc_nd.png
legal_code_url: https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode
name: Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
(CC BY-NC-ND 4.0)
short: CC BY-NC-ND (4.0)
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 77
year: '2024'
...
---
_id: '14667'
abstract:
- lang: eng
text: 'For large dimensional non-Hermitian random matrices X with real or complex
independent, identically distributed, centered entries, we consider the fluctuations
of f (X) as a matrix where f is an analytic function around the spectrum of X.
We prove that for a generic bounded square matrix A, the quantity Tr f (X)A exhibits
Gaussian fluctuations as the matrix size grows to infinity, which consists of
two independent modes corresponding to the tracial and traceless parts of A. We
find a new formula for the variance of the traceless part that involves the Frobenius
norm of A and the L2-norm of f on the boundary of the limiting spectrum. '
- lang: fre
text: On étudie les fluctuations de f (X), où X est une matrice aléatoire non-hermitienne
de grande taille à coefficients i.i.d. (réels ou complexes), et f une fonction
analytique sur un domaine qui contient le spectre de X. On prouve que, pour une
matrice carrée générique et bornée A, les fluctuations de la quantité tr f (X)A
sont asymptotiquement gaussiennes et comportent deux modes indépendants, correspondant
aux composantes traciale et de trace nulle de A. Une nouvelle formule est établie
pour la variance de la composante de trace nulle, qui fait intervenir la norme
de Frobenius de A et la norme L2 de f sur la frontière du spectre limite.
acknowledgement: "The first author was partially supported by ERC Advanced Grant “RMTBeyond”
No. 101020331. The second author was supported by ERC Advanced Grant “RMTBeyond”
No. 101020331.\r\nThe authors are grateful to the anonymous referees and associated
editor for carefully reading this paper and providing helpful comments that improved
the quality of the article. Also the authors would like to thank Peter Forrester
for pointing out the reference [12] that was absent in the previous version of the
manuscript."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Erdös L, Ji HC. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 2023;59(4):2083-2105.
doi:10.1214/22-AIHP1304
apa: Erdös, L., & Ji, H. C. (2023). Functional CLT for non-Hermitian random
matrices. Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics. https://doi.org/10.1214/22-AIHP1304
chicago: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics.
Institute of Mathematical Statistics, 2023. https://doi.org/10.1214/22-AIHP1304.
ieee: L. Erdös and H. C. Ji, “Functional CLT for non-Hermitian random matrices,”
Annales de l’institut Henri Poincare (B) Probability and Statistics, vol.
59, no. 4. Institute of Mathematical Statistics, pp. 2083–2105, 2023.
ista: Erdös L, Ji HC. 2023. Functional CLT for non-Hermitian random matrices. Annales
de l’institut Henri Poincare (B) Probability and Statistics. 59(4), 2083–2105.
mla: Erdös, László, and Hong Chang Ji. “Functional CLT for Non-Hermitian Random
Matrices.” Annales de l’institut Henri Poincare (B) Probability and Statistics,
vol. 59, no. 4, Institute of Mathematical Statistics, 2023, pp. 2083–105, doi:10.1214/22-AIHP1304.
short: L. Erdös, H.C. Ji, Annales de l’institut Henri Poincare (B) Probability and
Statistics 59 (2023) 2083–2105.
corr_author: '1'
date_created: 2023-12-10T23:01:00Z
date_published: 2023-11-01T00:00:00Z
date_updated: 2025-09-09T13:41:08Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-AIHP1304
ec_funded: 1
external_id:
arxiv:
- '2112.11382'
isi:
- '001098456400010'
fulldoi: https://doi.org/10.1214/22-AIHP1304
intvolume: ' 59'
isi: 1
issue: '4'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2112.11382
month: '11'
oa: 1
oa_version: Preprint
page: 2083-2105
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Annales de l'institut Henri Poincare (B) Probability and Statistics
publication_identifier:
issn:
- 0246-0203
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Functional CLT for non-Hermitian random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 59
year: '2023'
...
---
_id: '14750'
abstract:
- lang: eng
text: "Consider the random matrix model A1/2UBU∗A1/2, where A and B are two N ×
N deterministic matrices and U is either an N × N Haar unitary or orthogonal random
matrix. It is well known that on the macroscopic scale (Invent. Math. 104 (1991)
201–220), the limiting empirical spectral distribution (ESD) of the above model
is given by the free multiplicative convolution\r\nof the limiting ESDs of A and
B, denoted as μα \x02 μβ, where μα and μβ are the limiting ESDs of A and B, respectively.
In this paper, we study the asymptotic microscopic behavior of the edge eigenvalues
and eigenvectors statistics. We prove that both the density of μA \x02μB, where
μA and μB are the ESDs of A and B, respectively and the associated subordination
functions\r\nhave a regular behavior near the edges. Moreover, we establish the
local laws near the edges on the optimal scale. In particular, we prove that the
entries of the resolvent are close to some functionals depending only on the eigenvalues
of A, B and the subordination functions with optimal convergence rates. Our proofs
and calculations are based on the techniques developed for the additive model
A+UBU∗ in (J. Funct. Anal. 271 (2016) 672–719; Comm. Math.\r\nPhys. 349 (2017)
947–990; Adv. Math. 319 (2017) 251–291; J. Funct. Anal. 279 (2020) 108639), and
our results can be regarded as the counterparts of (J. Funct. Anal. 279 (2020)
108639) for the multiplicative model. "
acknowledgement: "The first author is partially supported by NSF Grant DMS-2113489
and grateful for the AMS-SIMONS travel grant (2020–2023). The second author is supported
by the ERC Advanced Grant “RMTBeyond” No. 101020331.\r\nThe authors would like to
thank the Editor, Associate Editor and an anonymous referee for their many critical
suggestions which have significantly improved the paper. We also want to thank Zhigang
Bao and Ji Oon Lee for many helpful discussions and comments."
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Local laws for multiplication of random matrices. The Annals
of Applied Probability. 2023;33(4):2981-3009. doi:10.1214/22-aap1882
apa: Ding, X., & Ji, H. C. (2023). Local laws for multiplication of random matrices.
The Annals of Applied Probability. Institute of Mathematical Statistics.
https://doi.org/10.1214/22-aap1882
chicago: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random
Matrices.” The Annals of Applied Probability. Institute of Mathematical
Statistics, 2023. https://doi.org/10.1214/22-aap1882.
ieee: X. Ding and H. C. Ji, “Local laws for multiplication of random matrices,”
The Annals of Applied Probability, vol. 33, no. 4. Institute of Mathematical
Statistics, pp. 2981–3009, 2023.
ista: Ding X, Ji HC. 2023. Local laws for multiplication of random matrices. The
Annals of Applied Probability. 33(4), 2981–3009.
mla: Ding, Xiucai, and Hong Chang Ji. “Local Laws for Multiplication of Random Matrices.”
The Annals of Applied Probability, vol. 33, no. 4, Institute of Mathematical
Statistics, 2023, pp. 2981–3009, doi:10.1214/22-aap1882.
short: X. Ding, H.C. Ji, The Annals of Applied Probability 33 (2023) 2981–3009.
corr_author: '1'
date_created: 2024-01-08T13:03:18Z
date_published: 2023-08-01T00:00:00Z
date_updated: 2025-09-09T14:12:00Z
day: '01'
department:
- _id: LaEr
doi: 10.1214/22-aap1882
ec_funded: 1
external_id:
arxiv:
- '2010.16083'
isi:
- '001031710500012'
fulldoi: https://doi.org/10.1214/22-aap1882
intvolume: ' 33'
isi: 1
issue: '4'
keyword:
- Statistics
- Probability and Uncertainty
- Statistics and Probability
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.2010.16083
month: '08'
oa: 1
oa_version: Preprint
page: 2981-3009
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: The Annals of Applied Probability
publication_identifier:
issn:
- 1050-5164
publication_status: published
publisher: Institute of Mathematical Statistics
quality_controlled: '1'
scopus_import: '1'
status: public
title: Local laws for multiplication of random matrices
type: journal_article
user_id: 317138e5-6ab7-11ef-aa6d-ffef3953e345
volume: 33
year: '2023'
...
---
_id: '14780'
abstract:
- lang: eng
text: 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 the outlier eigenvalues λˆi and the generalized components (⟨v,uˆi⟩
for any deterministic vector v) of the outlier eigenvectors uˆi with optimal convergence
rates. Moreover, we prove that the non-outlier eigenvalues stick with those of
the unspiked matrices and the non-outlier eigenvectors are delocalized. The results
also hold near the so-called BBP transition and for degenerate spikes. On one
hand, our results can be regarded as a refinement of the counterparts of [12]
under additional regularity conditions. On the other hand, they can be viewed
as an analog of [34] by replacing the random matrix with i.i.d. entries with Haar
random matrix.
acknowledgement: The authors would like to thank the editor, the associated editor
and two anonymous referees for their many critical suggestions which have significantly
improved the paper. The authors are also grateful to Zhigang Bao and Ji Oon Lee
for many helpful discussions. The first author also wants to thank Hari Bercovici
for many useful comments. The first author is partially supported by National Science
Foundation DMS-2113489 and the second author is supported by ERC Advanced Grant
“RMTBeyond” No. 101020331.
article_processing_charge: Yes (in subscription journal)
article_type: original
arxiv: 1
author:
- first_name: Xiucai
full_name: Ding, Xiucai
last_name: Ding
- first_name: Hong Chang
full_name: Ji, Hong Chang
id: dd216c0a-c1f9-11eb-beaf-e9ea9d2de76d
last_name: Ji
citation:
ama: Ding X, Ji HC. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 2023;163:25-60. doi:10.1016/j.spa.2023.05.009
apa: Ding, X., & Ji, H. C. (2023). Spiked multiplicative random matrices and
principal components. Stochastic Processes and Their Applications. Elsevier.
https://doi.org/10.1016/j.spa.2023.05.009
chicago: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices
and Principal Components.” Stochastic Processes and Their Applications.
Elsevier, 2023. https://doi.org/10.1016/j.spa.2023.05.009.
ieee: X. Ding and H. C. Ji, “Spiked multiplicative random matrices and principal
components,” Stochastic Processes and their Applications, vol. 163. Elsevier,
pp. 25–60, 2023.
ista: Ding X, Ji HC. 2023. Spiked multiplicative random matrices and principal components.
Stochastic Processes and their Applications. 163, 25–60.
mla: Ding, Xiucai, and Hong Chang Ji. “Spiked Multiplicative Random Matrices and
Principal Components.” Stochastic Processes and Their Applications, vol.
163, Elsevier, 2023, pp. 25–60, doi:10.1016/j.spa.2023.05.009.
short: X. Ding, H.C. Ji, Stochastic Processes and Their Applications 163 (2023)
25–60.
date_created: 2024-01-10T09:29:25Z
date_published: 2023-09-01T00:00:00Z
date_updated: 2025-07-16T08:01:03Z
day: '01'
ddc:
- '510'
department:
- _id: LaEr
doi: 10.1016/j.spa.2023.05.009
ec_funded: 1
external_id:
arxiv:
- '2302.13502'
isi:
- '001113615900001'
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keyword:
- Applied Mathematics
- Modeling and Simulation
- Statistics and Probability
language:
- iso: eng
month: '09'
oa: 1
oa_version: Published Version
page: 25-60
project:
- _id: 62796744-2b32-11ec-9570-940b20777f1d
call_identifier: H2020
grant_number: '101020331'
name: Random matrices beyond Wigner-Dyson-Mehta
publication: Stochastic Processes and their Applications
publication_identifier:
eissn:
- 1879-209X
issn:
- 0304-4149
publication_status: published
publisher: Elsevier
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title: Spiked multiplicative random matrices and principal components
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...