关于举行新加坡南洋理工大学潘光明教授学术报告的通知

报告题目：The asymptotic distributions of the largest eigenvalue and the largest nonspike of sample

covariance matrices when the spikes tend to infinity.
报 告 人：潘光明 教授 （新加坡南洋理工大学）
报告时间：2017年9月21日 （星期四） 上午10:30-11:30
报告地点：四号楼4318室

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                                                                      数学学院
                                                                  2017年09月19日
 

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.