地点：学术活动室665
邀请人：高启兵教授
Professor Pan Guangming is currently in the School of Physical and Mathematical Sciences since 2008. 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 probablity. He has published more than 60 journal papers, and many of them are published in the international top journal such as Annals of Statistics, Journal of the American Statistical Association, Journal of the Royal Statistical Society Series B,Annals of Probality, Annals of Applied Probability, etc.
Abstract:
The talk is about the spiked eigenvalues of sample covariance matrices under the large dimension. It is often the case that some population eigenvalues are bigger (or significantly bigger) than the remaining population eigenvalues.We will discuss the asymptotic distribution of the largest spiked eigenvalues and the asymptotic properties of the eigenvectors.